-20.4%
BA vs YUM
+40.0%
-60.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.4% | -3.7% | +2.3% | +0.1% |
| 30D | -7.9% | +9.2% | -17.1% | -11.3% |
| 3M | -25.2% | +11.2% | -36.4% | -28.8% |
| 6M | -26.7% | +7.7% | -34.4% | -29.6% |
| YTD | -19.6% | +7.5% | -27.1% | -23.2% |
| 1Y | -10.6% | +8.3% | -18.9% | -15.1% |
| 3Y | -11.2% | +34.8% | -46.1% | -29.6% |
| 5Y | -20.4% | +41.6% | -62.0% | -46.0% |
| All | -20.4% | +40.0% | -60.5% | -46.0% |
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