+19.4%
AKAM vs YUM
+15.9%
+3.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.9% | -6.6% | +0.2% |
| 7D | -12.4% | +10.8% | -23.2% | -11.0% |
| 30D | -20.4% | +21.4% | -41.8% | -18.1% |
| 3M | -30.3% | +13.2% | -43.5% | -29.3% |
| 6M | -18.8% | +8.8% | -27.6% | -18.3% |
| YTD | -1.5% | +11.5% | -13.1% | -4.8% |
| 1Y | +19.4% | +13.4% | +6.0% | +15.9% |
| All | +19.4% | +15.9% | +3.5% | +15.9% |
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 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