+424.9%
AXP vs YUM
+212.6%
+212.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.9% | -3.7% | +0.8% | -0.5% |
| 30D | +3.7% | +9.2% | -5.5% | -2.1% |
| 3M | -4.9% | +11.2% | -16.1% | -11.8% |
| 6M | +4.1% | +7.7% | -3.6% | -2.3% |
| YTD | -11.7% | +7.5% | -19.1% | -17.9% |
| 1Y | -11.7% | +8.3% | -20.1% | -18.5% |
| 3Y | +116.5% | +34.8% | +81.7% | +63.6% |
| 5Y | +89.5% | +41.6% | +47.9% | +35.6% |
| 10Y | +424.9% | +215.3% | +209.6% | +133.4% |
| All | +424.9% | +212.6% | +212.3% | +133.4% |
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