-10.2%
ADSK vs YUM
+15.9%
-26.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.9% | +1.1% | +5.5% |
| 7D | +11.4% | +10.8% | +0.7% | +8.9% |
| 30D | +21.9% | +21.4% | +0.5% | +17.6% |
| 3M | +13.9% | +13.2% | +0.7% | +10.3% |
| 6M | +9.1% | +8.8% | +0.3% | +6.3% |
| YTD | -8.8% | +11.5% | -20.3% | -11.2% |
| 1Y | -10.2% | +13.4% | -23.6% | -12.8% |
| All | -10.2% | +15.9% | -26.2% | -12.8% |
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 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