-32.6%
AAL vs YUM
+19.0%
-51.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +2.5% |
| 7D | -0.9% | -6.1% | +5.1% | +2.7% |
| 30D | -12.9% | -5.8% | -7.0% | -10.1% |
| 3M | -11.2% | -7.6% | -3.6% | -7.6% |
| 6M | +17.8% | -9.1% | +27.0% | +23.7% |
| YTD | -15.1% | -5.5% | -9.6% | -13.3% |
| 1Y | +0.5% | -3.7% | +4.2% | +0.7% |
| 3Y | -7.7% | +17.8% | -25.5% | -25.0% |
| All | -32.6% | +19.0% | -51.6% | -49.8% |
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