+14.1%
ADP vs YUM
+21.5%
-7.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.4% |
| 7D | -5.7% | -3.6% | -2.1% | -4.8% |
| 30D | -3.1% | +0.4% | -3.5% | -3.2% |
| 3M | +15.6% | -3.8% | +19.4% | +16.5% |
| 6M | +20.8% | -8.3% | +29.1% | +23.1% |
| YTD | +4.7% | -2.6% | +7.4% | +4.7% |
| 1Y | -8.3% | +1.5% | -9.8% | -9.6% |
| All | +14.1% | +21.5% | -7.4% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling