+535.6%
BA vs YUM
+4,264.4%
-3,728.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | +1.2% | -2.0% | +3.2% | +2.0% |
| 30D | -11.6% | -1.1% | -10.5% | -11.5% |
| 3M | -2.4% | +1.8% | -4.2% | -3.6% |
| 6M | -6.6% | -4.7% | -1.9% | -5.5% |
| YTD | -2.2% | +0.6% | -2.8% | -3.5% |
| 1Y | -8.0% | +6.4% | -14.4% | -11.8% |
| 3Y | -5.0% | +22.6% | -27.6% | -15.5% |
| 5Y | -2.7% | +26.0% | -28.7% | -14.1% |
| 10Y | +75.9% | +174.6% | -98.7% | +18.5% |
| All | +535.6% | +4,264.4% | -3,728.7% | +97.2% |
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