-55.4%
APP vs YUM
+15.9%
-71.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.9% | +4.8% | +11.1% |
| 7D | +4.5% | +10.8% | -6.2% | +5.8% |
| 30D | -3.6% | +21.4% | -25.0% | -0.4% |
| 3M | -35.3% | +13.2% | -48.4% | -34.2% |
| 6M | -42.8% | +8.8% | -51.6% | -42.1% |
| YTD | -59.7% | +11.5% | -71.2% | -57.6% |
| 1Y | -55.4% | +13.4% | -68.7% | -52.5% |
| All | -55.4% | +15.9% | -71.3% | -52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling