+118.0%
AXP vs YUM
+26.6%
+91.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +0.6% | -1.7% | +2.2% | +1.3% |
| 30D | -4.3% | -0.8% | -3.5% | -4.2% |
| 3M | +4.7% | +1.5% | +3.3% | +3.4% |
| 6M | +9.0% | -6.1% | +15.1% | +11.2% |
| YTD | -11.1% | -0.2% | -10.9% | -12.4% |
| 1Y | +1.3% | +2.5% | -1.2% | -1.8% |
| 3Y | +114.5% | +24.6% | +89.9% | +80.2% |
| 5Y | +118.0% | +25.7% | +92.4% | +77.9% |
| All | +118.0% | +26.6% | +91.5% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling