+249.5%
APLD vs YUM
+44.8%
+204.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.8% | -5.1% |
| 7D | +19.6% | -4.1% | +23.7% | +21.8% |
| 30D | -24.5% | +8.4% | -32.8% | -28.2% |
| 3M | -45.6% | +6.5% | -52.1% | -48.1% |
| 6M | -61.4% | +5.3% | -66.7% | -63.3% |
| YTD | -30.9% | +6.9% | -37.7% | -35.3% |
| 1Y | -35.8% | +8.7% | -44.6% | -41.4% |
| 3Y | +261.4% | +34.1% | +227.3% | +126.3% |
| All | +249.5% | +44.8% | +204.7% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling