+3.2%
AA vs YUM
+19.0%
-15.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.9% |
| 7D | -3.4% | -6.1% | +2.6% | -0.6% |
| 30D | -5.8% | -5.8% | 0.0% | -3.5% |
| 3M | -29.9% | -7.6% | -22.3% | -27.9% |
| 6M | -27.0% | -9.1% | -17.9% | -24.8% |
| YTD | -8.7% | -5.5% | -3.2% | -9.1% |
| 1Y | +50.6% | -3.7% | +54.3% | +47.1% |
| 3Y | +74.1% | +17.8% | +56.3% | +41.1% |
| All | +3.2% | +19.0% | -15.8% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling