-10.6%
BA vs YUM
+15.9%
-26.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.9% | -3.8% | +1.5% |
| 7D | +5.9% | +10.8% | -4.9% | +4.8% |
| 30D | -8.2% | +21.4% | -29.6% | -9.8% |
| 3M | -25.4% | +13.2% | -38.5% | -26.4% |
| 6M | -20.0% | +8.8% | -28.8% | -20.6% |
| YTD | -18.5% | +11.5% | -30.0% | -17.9% |
| 1Y | -10.6% | +13.4% | -24.0% | -9.8% |
| All | -10.6% | +15.9% | -26.6% | -9.8% |
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