-26.4%
AKAM vs YUM
+2,874.7%
-2,901.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.5% |
| 7D | +1.5% | -6.1% | +7.5% | +3.9% |
| 30D | -13.0% | -5.8% | -7.2% | -11.3% |
| 3M | -19.4% | -7.6% | -11.8% | -17.4% |
| 6M | +0.3% | -9.1% | +9.4% | +2.6% |
| YTD | +22.4% | -5.5% | +27.9% | +23.1% |
| 1Y | +34.8% | -3.7% | +38.5% | +34.1% |
| 3Y | +1.9% | +17.8% | -15.9% | -7.1% |
| 5Y | -4.6% | +19.3% | -23.9% | -14.3% |
| 10Y | +103.4% | +170.7% | -67.3% | +24.7% |
| All | -26.4% | +2,874.7% | -2,901.2% | -78.3% |
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