+2,872.6%
ADP vs YUM
+4,595.4%
-1,722.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.3% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +10.6% | +10.0% | +0.6% | +7.2% |
| 3M | +12.9% | +7.5% | +5.4% | +10.2% |
| 6M | +50.6% | +8.8% | +41.8% | +46.0% |
| YTD | +23.2% | +8.2% | +15.0% | +19.2% |
| 1Y | +25.3% | +9.8% | +15.4% | +20.6% |
| 3Y | +47.1% | +36.4% | +10.7% | +30.8% |
| 5Y | +50.1% | +41.7% | +8.4% | +31.6% |
| 10Y | +323.6% | +217.5% | +106.1% | +190.5% |
| All | +2,872.6% | +4,595.4% | -1,722.9% | +892.0% |
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