+4,173.9%
YUM vs APD
+1,356.7%
+2,817.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -1.7% | -2.5% | +0.8% | -0.8% |
| 30D | -0.8% | -1.9% | +1.1% | -0.3% |
| 3M | +1.5% | +8.2% | -6.8% | -1.7% |
| 6M | -6.1% | +10.7% | -16.8% | -10.0% |
| YTD | -0.2% | +22.9% | -23.1% | -8.1% |
| 1Y | +2.5% | +5.8% | -3.3% | -0.9% |
| 3Y | +24.6% | +7.8% | +16.8% | +16.7% |
| 5Y | +25.7% | +26.1% | -0.5% | +9.3% |
| 10Y | +179.7% | +163.7% | +16.0% | +80.3% |
| All | +4,173.9% | +1,356.7% | +2,817.1% | +1,559.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling