+330.2%
APLD vs YUM
+34.6%
+295.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.8% | -5.4% |
| 7D | +19.6% | -4.1% | +23.7% | +19.1% |
| 30D | -24.5% | +8.4% | -32.8% | -24.0% |
| 3M | -45.6% | +6.5% | -52.1% | -45.2% |
| 6M | -61.4% | +5.3% | -66.7% | -61.2% |
| YTD | -30.9% | +6.9% | -37.7% | -30.1% |
| 1Y | -35.8% | +8.7% | -44.6% | -35.0% |
| All | +330.2% | +34.6% | +295.6% | +298.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling