-29.0%
AAL vs YUM
+1,166.6%
-1,195.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.0% |
| 7D | -0.3% | -1.7% | +1.3% | +1.1% |
| 30D | -19.0% | -0.8% | -18.2% | -18.9% |
| 3M | -5.1% | +1.5% | -6.5% | -7.2% |
| 6M | +15.5% | -6.1% | +21.6% | +20.3% |
| YTD | -15.8% | -0.2% | -15.6% | -17.3% |
| 1Y | -0.3% | +2.5% | -2.8% | -5.9% |
| 3Y | -7.7% | +24.6% | -32.3% | -30.5% |
| 5Y | -32.5% | +25.7% | -58.2% | -49.5% |
| 10Y | -66.0% | +179.7% | -245.7% | -88.6% |
| All | -29.0% | +1,166.6% | -1,195.7% | -95.6% |
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