+1,929.2%
AXP vs YUM
+4,264.3%
-2,335.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.5% |
| 7D | -2.1% | -2.0% | -0.1% | -1.1% |
| 30D | -6.5% | -1.1% | -5.5% | -6.3% |
| 3M | +4.6% | +1.8% | +2.9% | +3.0% |
| 6M | +5.4% | -4.7% | +10.2% | +6.9% |
| YTD | -11.1% | +0.6% | -11.7% | -12.6% |
| 1Y | -0.3% | +6.4% | -6.7% | -5.1% |
| 3Y | +111.6% | +22.6% | +89.0% | +84.2% |
| 5Y | +117.6% | +26.0% | +91.6% | +86.5% |
| 10Y | +474.1% | +174.6% | +299.5% | +239.7% |
| All | +1,929.2% | +4,264.3% | -2,335.2% | +320.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling