+229.3%
APLD vs YUM
+46.6%
+182.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.2% | -7.0% | -6.4% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | -21.4% | +10.0% | -31.4% | -25.8% |
| 3M | -47.8% | +7.5% | -55.3% | -50.4% |
| 6M | -64.9% | +8.8% | -73.7% | -67.3% |
| YTD | -34.9% | +8.2% | -43.1% | -39.4% |
| 1Y | -30.7% | +9.8% | -40.6% | -37.1% |
| 3Y | +305.3% | +36.4% | +268.9% | +149.5% |
| All | +229.3% | +46.6% | +182.7% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded YUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling