+1,046.6%
AXON vs YUM
+215.4%
+831.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | -22.8% | +10.0% | -32.7% | -25.8% |
| 3M | -48.8% | +7.5% | -56.2% | -50.4% |
| 6M | -16.3% | +8.8% | -25.1% | -19.8% |
| YTD | -44.5% | +8.2% | -52.7% | -47.0% |
| 1Y | -43.4% | +9.8% | -53.2% | -46.5% |
| 3Y | +44.3% | +36.4% | +7.8% | +16.7% |
| 5Y | +85.1% | +41.7% | +43.4% | +45.7% |
| All | +1,046.6% | +215.4% | +831.2% | +503.0% |
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