+443.7%
APLD vs YUM
+36.3%
+407.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.5% |
| 7D | +4.1% | -2.0% | +6.1% | +5.3% |
| 30D | -11.7% | -1.1% | -10.6% | -11.5% |
| 3M | -40.3% | +1.8% | -42.0% | -41.8% |
| 6M | -8.0% | -4.7% | -3.2% | -6.5% |
| YTD | +7.5% | +0.6% | +7.0% | +4.9% |
| 1Y | +84.0% | +6.4% | +77.6% | +67.6% |
| 3Y | +356.2% | +22.6% | +333.6% | +214.2% |
| All | +443.7% | +36.3% | +407.4% | +224.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling