+1,786.0%
AXON vs YUM
+177.1%
+1,608.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.9% |
| 7D | -11.0% | -5.2% | -5.8% | -8.9% |
| 30D | -24.7% | -0.1% | -24.7% | -25.0% |
| 3M | +7.0% | -4.3% | +11.3% | +8.5% |
| 6M | -9.6% | -8.7% | -0.9% | -6.6% |
| YTD | -15.7% | -3.5% | -12.2% | -15.5% |
| 1Y | -35.9% | +0.5% | -36.4% | -37.4% |
| 3Y | +123.0% | +20.5% | +102.5% | +90.7% |
| 5Y | +166.3% | +21.8% | +144.5% | +124.9% |
| All | +1,786.0% | +177.1% | +1,608.9% | +991.3% |
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 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