+31,987.2%
AVGO vs YUM
+670.6%
+31,316.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | 0.0% |
| 7D | -0.8% | -3.6% | +2.8% | +0.9% |
| 30D | -13.7% | +0.4% | -14.1% | -14.2% |
| 3M | -6.9% | -3.8% | -3.2% | -6.1% |
| 6M | +5.8% | -8.3% | +14.1% | +8.7% |
| YTD | +5.7% | -2.6% | +8.3% | +5.1% |
| 1Y | +9.0% | +1.5% | +7.5% | +4.7% |
| 3Y | +340.5% | +21.6% | +318.9% | +273.9% |
| 5Y | +711.1% | +23.5% | +687.6% | +580.5% |
| 10Y | +2,856.4% | +178.9% | +2,677.5% | +1,472.0% |
| All | +31,987.2% | +670.6% | +31,316.6% | +8,842.3% |
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