+850.7%
APP vs YUM
+34.6%
+816.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | +10.6% | -4.1% | +14.6% | +11.3% |
| 30D | +44.6% | +8.4% | +36.2% | +42.4% |
| 3M | +29.6% | +6.5% | +23.1% | +27.8% |
| 6M | -19.8% | +5.3% | -25.0% | -20.6% |
| YTD | -41.6% | +6.9% | -48.4% | -43.0% |
| 1Y | -32.7% | +8.7% | -41.4% | -34.8% |
| All | +850.7% | +34.6% | +816.1% | +727.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling