-4.5%
AKAM vs YUM
+19.0%
-23.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.3% |
| 7D | +1.5% | -6.1% | +7.5% | +3.3% |
| 30D | -13.0% | -5.8% | -7.2% | -11.7% |
| 3M | -19.4% | -7.6% | -11.8% | -18.0% |
| 6M | +0.3% | -9.1% | +9.4% | +1.9% |
| YTD | +22.4% | -5.5% | +27.9% | +22.1% |
| 1Y | +34.8% | -3.7% | +38.5% | +33.1% |
| 3Y | +1.9% | +17.8% | -15.9% | -7.8% |
| All | -4.5% | +19.0% | -23.4% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling