-28.5%
BABA vs YUM
+25.5%
-53.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -0.2% | -1.7% | +1.5% | +0.8% |
| 30D | -12.3% | -0.8% | -11.4% | -12.2% |
| 3M | -5.3% | +1.5% | -6.8% | -7.7% |
| 6M | -13.1% | -6.1% | -7.0% | -11.1% |
| YTD | -22.4% | -0.2% | -22.2% | -24.3% |
| 1Y | -19.5% | +2.5% | -22.0% | -23.7% |
| 3Y | +32.9% | +24.6% | +8.3% | +3.3% |
| All | -28.5% | +25.5% | -53.9% | -50.6% |
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 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