+4,173.9%
YUM vs APA
+273.4%
+3,900.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.1% |
| 7D | -1.7% | -1.7% | 0.0% | -1.4% |
| 30D | -0.8% | +15.7% | -16.6% | -3.1% |
| 3M | +1.5% | +16.5% | -15.0% | -1.3% |
| 6M | -6.1% | +35.1% | -41.2% | -11.3% |
| YTD | -0.2% | +82.2% | -82.4% | -10.2% |
| 1Y | +2.5% | +102.5% | -100.0% | -9.7% |
| 3Y | +24.6% | +10.3% | +14.3% | +17.1% |
| 5Y | +25.7% | +166.1% | -140.5% | -2.3% |
| 10Y | +179.7% | -4.9% | +184.6% | +111.3% |
| All | +4,173.9% | +273.4% | +3,900.4% | +2,689.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling