+2,453.7%
ADP vs YUM
+4,229.6%
-1,775.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.2% |
| 7D | -5.5% | -1.7% | -3.8% | -5.0% |
| 30D | -1.2% | -0.8% | -0.4% | -1.1% |
| 3M | +17.9% | +1.5% | +16.4% | +17.0% |
| 6M | +20.3% | -6.1% | +26.4% | +22.3% |
| YTD | +5.8% | -0.2% | +6.1% | +5.2% |
| 1Y | -7.7% | +2.5% | -10.2% | -9.2% |
| 3Y | +14.7% | +24.6% | -9.9% | +5.0% |
| 5Y | +45.8% | +25.7% | +20.1% | +32.9% |
| 10Y | +270.5% | +179.7% | +90.8% | +164.1% |
| All | +2,453.7% | +4,229.6% | -1,775.9% | +775.5% |
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