+397.9%
YUM vs APTV
+173.4%
+224.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.2% | -1.8% |
| 7D | -3.6% | -1.2% | -2.4% | -3.3% |
| 30D | +0.4% | -10.6% | +11.0% | +2.9% |
| 3M | -3.8% | -35.0% | +31.2% | +5.7% |
| 6M | -8.3% | -38.9% | +30.6% | +1.4% |
| YTD | -2.6% | -41.5% | +38.9% | +8.3% |
| 1Y | +1.5% | -45.8% | +47.3% | +14.8% |
| 3Y | +21.6% | -55.7% | +77.3% | +40.0% |
| 5Y | +23.5% | -70.1% | +93.6% | +53.0% |
| 10Y | +178.9% | -19.1% | +198.0% | +128.8% |
| All | +397.9% | +173.4% | +224.5% | +189.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling