+396.9%
APP vs YUM
+31.8%
+365.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.1% | +5.1% | +4.1% |
| 7D | +1.1% | -6.1% | +7.1% | +4.5% |
| 30D | +6.6% | -5.8% | +12.5% | +9.8% |
| 3M | -32.3% | -7.6% | -24.7% | -29.7% |
| 6M | -29.8% | -9.1% | -20.6% | -26.8% |
| YTD | -51.9% | -5.5% | -46.4% | -51.9% |
| 1Y | -43.3% | -3.7% | -39.6% | -44.8% |
| 3Y | +664.1% | +17.8% | +646.3% | +503.0% |
| 5Y | +318.7% | +19.3% | +299.4% | +202.8% |
| All | +396.9% | +31.8% | +365.1% | +250.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling