+20.0%
YUM vs APTV
-69.3%
+89.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -6.1% | -5.0% | -1.0% | -5.3% |
| 30D | -5.8% | -6.1% | +0.2% | -5.0% |
| 3M | -7.6% | -33.0% | +25.4% | -1.7% |
| 6M | -9.1% | -35.2% | +26.1% | -3.3% |
| YTD | -5.5% | -40.1% | +34.6% | +1.7% |
| 1Y | -3.7% | -45.6% | +41.9% | +5.4% |
| 3Y | +17.8% | -54.4% | +72.2% | +31.2% |
| All | +20.0% | -69.3% | +89.3% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 5y: compounded portfolio wealth divided by compounded APTV 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…
5y analysis · Full analysis span regression · 6 months rolling