+23.4%
BA vs YUM
+211.5%
-188.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.3% |
| 7D | -0.6% | -4.1% | +3.5% | +2.4% |
| 30D | -8.0% | +8.4% | -16.4% | -13.4% |
| 3M | -25.8% | +6.5% | -32.3% | -29.8% |
| 6M | -27.6% | +5.3% | -32.9% | -31.6% |
| YTD | -21.0% | +6.9% | -27.9% | -26.9% |
| 1Y | -12.3% | +8.7% | -21.0% | -20.3% |
| 3Y | -12.8% | +34.1% | -46.8% | -37.2% |
| 5Y | -22.4% | +39.9% | -62.3% | -47.0% |
| All | +23.4% | +211.5% | -188.2% | -51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling