+780.9%
ADM vs YUM
+4,103.6%
-3,322.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +3.3% |
| 7D | +1.4% | -4.0% | +5.4% | +2.6% |
| 30D | +8.2% | -0.1% | +8.3% | +8.0% |
| 3M | +8.7% | -4.3% | +13.0% | +9.5% |
| 6M | +29.1% | -8.7% | +37.8% | +31.6% |
| YTD | +53.7% | -3.1% | +56.8% | +53.7% |
| 1Y | +43.2% | +1.0% | +42.2% | +41.1% |
| 3Y | +21.4% | +21.0% | +0.4% | +12.4% |
| 5Y | +67.1% | +22.9% | +44.2% | +52.9% |
| 10Y | +176.6% | +177.6% | -1.0% | +96.8% |
| All | +780.9% | +4,103.6% | -3,322.7% | +225.3% |
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