+165.5%
YUM vs APA
-2.4%
+167.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | -6.1% | +4.6% | -10.6% | -6.5% |
| 30D | -5.8% | +11.9% | -17.7% | -7.0% |
| 3M | -7.6% | +22.5% | -30.1% | -10.0% |
| 6M | -9.1% | +37.5% | -46.7% | -13.1% |
| YTD | -5.5% | +87.2% | -92.7% | -13.1% |
| 1Y | -3.7% | +101.4% | -105.1% | -12.5% |
| 3Y | +17.8% | +16.9% | +0.9% | +11.9% |
| 5Y | +19.3% | +178.4% | -159.2% | -2.7% |
| All | +165.5% | -2.4% | +167.9% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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