-2.9%
ADSK vs YUM
+17.9%
-20.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.8% |
| 7D | -2.5% | -6.1% | +3.5% | -1.1% |
| 30D | -14.9% | -5.8% | -9.0% | -13.8% |
| 3M | +3.3% | -7.6% | +10.9% | +5.0% |
| 6M | -15.7% | -9.1% | -6.5% | -14.1% |
| YTD | -28.2% | -5.5% | -22.7% | -27.9% |
| 1Y | -34.5% | -3.7% | -30.8% | -34.7% |
| 3Y | -2.9% | +17.8% | -20.7% | -11.9% |
| All | -2.9% | +17.9% | -20.8% | -11.9% |
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