+24.5%
ALAB vs YUM
+15.9%
+8.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.9% | -10.4% | -1.5% |
| 7D | -24.9% | +10.8% | -35.6% | -20.9% |
| 30D | -38.4% | +21.4% | -59.8% | -32.7% |
| 3M | -38.3% | +13.2% | -51.4% | -33.9% |
| 6M | +10.9% | +8.8% | +2.2% | +18.8% |
| YTD | +34.2% | +11.5% | +22.7% | +48.0% |
| 1Y | +24.5% | +13.4% | +11.1% | +39.3% |
| All | +24.5% | +15.9% | +8.6% | +39.3% |
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 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