-64.8%
AAL vs YUM
+171.3%
-236.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +2.8% |
| 7D | -0.9% | -6.1% | +5.1% | +3.7% |
| 30D | -12.9% | -5.8% | -7.0% | -9.3% |
| 3M | -11.2% | -7.6% | -3.6% | -6.7% |
| 6M | +17.8% | -9.1% | +27.0% | +25.1% |
| YTD | -15.1% | -5.5% | -9.6% | -12.9% |
| 1Y | +0.5% | -3.7% | +4.2% | +0.4% |
| 3Y | -7.7% | +17.8% | -25.5% | -25.4% |
| 5Y | -31.3% | +19.3% | -50.6% | -45.2% |
| All | -64.8% | +171.3% | -236.1% | -85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling