+114.5%
AXP vs YUM
+23.7%
+90.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +0.6% | -1.7% | +2.2% | +1.0% |
| 30D | -4.3% | -0.8% | -3.5% | -4.2% |
| 3M | +4.7% | +1.5% | +3.3% | +4.1% |
| 6M | +9.0% | -6.1% | +15.1% | +10.3% |
| YTD | -11.1% | -0.2% | -10.9% | -11.9% |
| 1Y | +1.3% | +2.5% | -1.2% | -0.5% |
| 3Y | +114.5% | +24.6% | +89.9% | +97.5% |
| All | +114.5% | +23.7% | +90.8% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling