-34.5%
ADSK vs YUM
-2.1%
-32.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.5% |
| 7D | -2.5% | -6.1% | +3.5% | -2.3% |
| 30D | -14.9% | -5.8% | -9.0% | -14.7% |
| 3M | +3.3% | -7.6% | +10.9% | +3.8% |
| 6M | -15.7% | -9.1% | -6.5% | -15.3% |
| YTD | -28.2% | -5.5% | -22.7% | -28.1% |
| 1Y | -34.5% | -3.7% | -30.8% | -34.4% |
| All | -34.5% | -2.1% | -32.4% | -34.4% |
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