+6.8%
BABA vs YUM
+282.1%
-275.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.5% | -6.8% |
| 7D | -12.7% | -4.1% | -8.6% | -11.3% |
| 30D | -14.9% | +8.4% | -23.2% | -17.6% |
| 3M | -24.6% | +6.5% | -31.2% | -26.7% |
| 6M | -29.3% | +5.3% | -34.6% | -31.6% |
| YTD | -35.0% | +6.9% | -41.9% | -37.6% |
| 1Y | -39.7% | +8.7% | -48.4% | -42.7% |
| 3Y | +21.2% | +34.1% | -12.9% | +4.5% |
| 5Y | -39.9% | +39.9% | -79.8% | -49.0% |
| 10Y | +7.8% | +213.6% | -205.8% | -31.2% |
| All | +6.8% | +282.1% | -275.3% | -37.1% |
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