-42.3%
ACN vs YUM
+20.4%
-62.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.4% |
| 7D | -7.9% | -5.2% | -2.7% | -6.6% |
| 30D | -1.1% | -0.1% | -1.0% | -1.1% |
| 3M | +5.6% | -4.3% | +9.9% | +6.7% |
| 6M | -9.9% | -8.7% | -1.2% | -8.1% |
| YTD | -32.3% | -3.5% | -28.8% | -32.1% |
| 1Y | -25.3% | +0.5% | -25.8% | -25.9% |
| All | -42.3% | +20.4% | -62.7% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling