+74.2%
AA vs YUM
+20.4%
+53.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.6% |
| 7D | -5.4% | -5.2% | -0.2% | -4.3% |
| 30D | -10.7% | -0.1% | -10.6% | -11.0% |
| 3M | -26.2% | -4.3% | -21.9% | -25.7% |
| 6M | -20.9% | -8.7% | -12.2% | -19.6% |
| YTD | -8.6% | -3.5% | -5.1% | -9.8% |
| 1Y | +57.4% | +0.5% | +56.9% | +52.0% |
| All | +74.2% | +20.4% | +53.8% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 3y: compounded portfolio wealth divided by compounded YUM 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…
3y analysis · Full analysis span regression · 6 months rolling