+651.5%
ADI vs YUM
+171.3%
+480.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +5.9% |
| 7D | +4.6% | -6.1% | +10.6% | +7.9% |
| 30D | -1.2% | -5.8% | +4.7% | +1.5% |
| 3M | -7.8% | -7.6% | -0.2% | -5.1% |
| 6M | +19.3% | -9.1% | +28.5% | +23.5% |
| YTD | +40.9% | -5.5% | +46.4% | +42.3% |
| 1Y | +54.5% | -3.7% | +58.2% | +53.4% |
| 3Y | +123.4% | +17.8% | +105.6% | +94.2% |
| 5Y | +142.3% | +19.3% | +123.0% | +107.9% |
| All | +651.5% | +171.3% | +480.2% | +341.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling