+369.5%
ALAB vs YUM
+7.6%
+361.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.0% |
| 7D | -6.2% | -6.1% | -0.1% | -7.2% |
| 30D | -8.7% | -5.8% | -2.8% | -9.6% |
| 3M | -20.7% | -7.6% | -13.1% | -21.6% |
| 6M | +133.5% | -9.1% | +142.7% | +131.5% |
| YTD | +75.1% | -5.5% | +80.6% | +74.4% |
| 1Y | +25.0% | -3.7% | +28.8% | +26.0% |
| All | +369.5% | +7.6% | +361.9% | +418.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling