-5.3%
ADP vs YUM
+5.7%
-10.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.8% |
| 7D | -3.4% | -2.0% | -1.4% | -3.0% |
| 30D | +2.8% | -1.1% | +3.9% | +3.0% |
| 3M | +20.9% | +1.8% | +19.2% | +20.3% |
| 6M | +29.9% | -4.7% | +34.6% | +30.6% |
| YTD | +9.6% | +0.6% | +9.1% | +7.8% |
| 1Y | -5.3% | +6.4% | -11.7% | -8.7% |
| All | -5.3% | +5.7% | -10.9% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling