-11.7%
AXP vs YUM
+9.6%
-21.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.9% | -3.7% | +0.8% | -2.2% |
| 30D | +3.7% | +9.2% | -5.5% | +2.4% |
| 3M | -4.9% | +11.2% | -16.1% | -6.3% |
| 6M | +4.1% | +7.7% | -3.6% | +2.7% |
| YTD | -11.7% | +7.5% | -19.1% | -15.1% |
| 1Y | -11.7% | +8.3% | -20.1% | -15.6% |
| All | -11.7% | +9.6% | -21.3% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling