-9.8%
APP vs YUM
+7.3%
-17.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.2% | +2.7% | +3.8% |
| 7D | +4.6% | +0.1% | +4.5% | +4.5% |
| 30D | +56.0% | +10.0% | +46.1% | +54.1% |
| 3M | +30.8% | +7.5% | +23.4% | +28.3% |
| 6M | -9.8% | +8.8% | -18.6% | -3.0% |
| All | -9.8% | +7.3% | -17.0% | -3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling