-0.3%
BA vs YUM
+23.7%
-24.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +2.5% | -1.7% | +4.1% | +2.7% |
| 30D | -10.1% | -0.8% | -9.3% | -10.0% |
| 3M | -2.4% | +1.5% | -3.9% | -2.7% |
| 6M | -8.8% | -6.1% | -2.7% | -7.9% |
| YTD | -2.9% | -0.2% | -2.7% | -3.1% |
| 1Y | -8.8% | +2.5% | -11.2% | -9.4% |
| 3Y | -0.3% | +24.6% | -24.9% | -5.6% |
| All | -0.3% | +23.7% | -24.0% | -5.6% |
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