+129.2%
APO vs YUM
+19.0%
+110.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.8% |
| 7D | -3.5% | -6.1% | +2.5% | -0.7% |
| 30D | -6.6% | -5.8% | -0.7% | -4.0% |
| 3M | -3.3% | -7.6% | +4.4% | -0.5% |
| 6M | +22.6% | -9.1% | +31.7% | +26.5% |
| YTD | -9.8% | -5.5% | -4.3% | -9.7% |
| 1Y | -3.9% | -3.7% | -0.2% | -5.2% |
| 3Y | +52.5% | +17.8% | +34.7% | +25.6% |
| All | +129.2% | +19.0% | +110.2% | +81.1% |
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