+278.9%
ADP vs YUM
+171.3%
+107.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +2.0% |
| 7D | -2.8% | -6.1% | +3.3% | +0.2% |
| 30D | +0.2% | -5.8% | +6.1% | +3.1% |
| 3M | +20.5% | -7.6% | +28.1% | +24.6% |
| 6M | +28.8% | -9.1% | +37.9% | +33.8% |
| YTD | +6.6% | -5.5% | +12.1% | +8.2% |
| 1Y | -6.9% | -3.7% | -3.2% | -6.8% |
| 3Y | +16.1% | +17.8% | -1.7% | +2.2% |
| 5Y | +49.3% | +19.3% | +30.1% | +29.3% |
| All | +278.9% | +171.3% | +107.6% | +130.2% |
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 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