+1,384.4%
ABT vs YUM
+4,087.9%
-2,703.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -5.0% | -5.2% | +0.2% | -3.7% |
| 30D | -5.8% | -0.1% | -5.7% | -5.8% |
| 3M | +16.7% | -4.3% | +21.0% | +17.8% |
| 6M | -5.2% | -8.7% | +3.5% | -3.2% |
| YTD | -16.0% | -3.5% | -12.5% | -15.5% |
| 1Y | -18.3% | +0.5% | -18.7% | -18.8% |
| 3Y | +9.2% | +20.5% | -11.3% | +2.7% |
| 5Y | -11.6% | +21.8% | -33.4% | -17.3% |
| 10Y | +204.2% | +176.5% | +27.7% | +129.7% |
| All | +1,384.4% | +4,087.9% | -2,703.4% | +500.6% |
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