+165.5%
YUM vs APD
+166.7%
-1.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -6.1% | -3.3% | -2.8% | -4.9% |
| 30D | -5.8% | -4.2% | -1.7% | -4.4% |
| 3M | -7.6% | +5.4% | -13.1% | -9.6% |
| 6M | -9.1% | +6.3% | -15.4% | -11.6% |
| YTD | -5.5% | +20.3% | -25.8% | -12.4% |
| 1Y | -3.7% | +1.6% | -5.3% | -5.4% |
| 3Y | +17.8% | +4.0% | +13.8% | +12.0% |
| 5Y | +19.3% | +23.3% | -4.1% | +2.8% |
| All | +165.5% | +166.7% | -1.1% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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