+1,592.1%
ACN vs YUM
+2,663.7%
-1,071.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.9% |
| 7D | -6.3% | -3.6% | -2.8% | -5.0% |
| 30D | -1.4% | +0.4% | -1.8% | -1.6% |
| 3M | +2.6% | -3.8% | +6.3% | +3.8% |
| 6M | -14.3% | -8.3% | -6.0% | -11.9% |
| YTD | -33.1% | -2.6% | -30.5% | -32.9% |
| 1Y | -28.8% | +1.5% | -30.3% | -29.9% |
| 3Y | -43.0% | +21.6% | -64.5% | -48.2% |
| 5Y | -44.0% | +23.5% | -67.5% | -49.5% |
| 10Y | +88.5% | +178.9% | -90.4% | +26.8% |
| All | +1,592.1% | +2,663.7% | -1,071.6% | +434.2% |
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 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