+1,939.2%
ADSK vs YUM
+4,000.0%
-2,060.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.2% |
| 7D | -2.5% | -6.1% | +3.5% | 0.0% |
| 30D | -14.9% | -5.8% | -9.0% | -12.9% |
| 3M | +3.3% | -7.6% | +10.9% | +6.2% |
| 6M | -15.7% | -9.1% | -6.5% | -13.0% |
| YTD | -28.2% | -5.5% | -22.7% | -27.4% |
| 1Y | -34.5% | -3.7% | -30.8% | -34.6% |
| 3Y | -2.9% | +17.8% | -20.7% | -11.7% |
| 5Y | -25.3% | +19.3% | -44.6% | -32.0% |
| 10Y | +217.8% | +170.7% | +47.1% | +109.6% |
| All | +1,939.2% | +4,000.0% | -2,060.7% | +558.2% |
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