+413.6%
BA vs YUM
+4,595.4%
-4,181.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.5% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -7.1% | +10.0% | -17.1% | -10.8% |
| 3M | -25.5% | +7.5% | -33.0% | -28.0% |
| 6M | -28.7% | +8.8% | -37.5% | -31.7% |
| YTD | -21.0% | +8.2% | -29.2% | -24.5% |
| 1Y | -11.9% | +9.8% | -21.7% | -16.4% |
| 3Y | -16.2% | +36.4% | -52.6% | -28.7% |
| 5Y | -22.4% | +41.7% | -64.1% | -34.8% |
| 10Y | +24.5% | +217.5% | -193.0% | -20.5% |
| All | +413.6% | +4,595.4% | -4,181.8% | +54.3% |
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