+52.5%
AA vs YUM
+4,124.8%
-4,072.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -0.8% |
| 7D | -0.6% | -3.6% | +2.9% | +1.1% |
| 30D | -1.6% | +0.4% | -1.9% | -2.3% |
| 3M | -29.8% | -3.8% | -26.0% | -29.1% |
| 6M | -16.6% | -8.3% | -8.3% | -14.5% |
| YTD | -4.0% | -2.6% | -1.4% | -4.9% |
| 1Y | +63.5% | +1.5% | +62.0% | +57.8% |
| 3Y | +86.8% | +21.6% | +65.2% | +63.5% |
| 5Y | +12.4% | +23.5% | -11.1% | -1.9% |
| 10Y | +132.3% | +178.9% | -46.6% | +40.3% |
| All | +52.5% | +4,124.8% | -4,072.3% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling