+422.7%
BA vs YUM
+4,562.8%
-4,140.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -28.7% |
| 6M | -26.7% | +7.7% | -34.4% | -29.6% |
| YTD | -19.6% | +7.5% | -27.1% | -22.9% |
| 1Y | -10.6% | +8.3% | -18.9% | -14.7% |
| 3Y | -11.2% | +34.8% | -46.1% | -24.2% |
| 5Y | -20.4% | +41.6% | -62.0% | -33.2% |
| 10Y | +26.8% | +215.3% | -188.6% | -18.9% |
| All | +422.7% | +4,562.8% | -4,140.1% | +57.4% |
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