-11.3%
ABT vs YUM
+19.0%
-30.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.6% |
| 7D | -5.9% | -6.1% | +0.2% | -3.6% |
| 30D | -8.1% | -5.8% | -2.3% | -6.0% |
| 3M | +14.5% | -7.6% | +22.2% | +17.6% |
| 6M | -6.3% | -9.1% | +2.9% | -3.2% |
| YTD | -17.1% | -5.5% | -11.6% | -15.9% |
| 1Y | -21.4% | -3.7% | -17.7% | -21.0% |
| 3Y | +5.9% | +17.8% | -11.9% | -5.5% |
| All | -11.3% | +19.0% | -30.2% | -24.2% |
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