+6.8%
BABA vs YUM
+286.9%
-280.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | -13.8% | +0.1% | -13.9% | -13.8% |
| 30D | -15.1% | +10.0% | -25.1% | -18.3% |
| 3M | -22.7% | +7.5% | -30.2% | -25.1% |
| 6M | -34.7% | +8.8% | -43.5% | -37.5% |
| YTD | -35.0% | +8.2% | -43.2% | -37.9% |
| 1Y | -40.4% | +9.8% | -50.3% | -43.6% |
| 3Y | +21.9% | +36.4% | -14.5% | +4.4% |
| 5Y | -39.9% | +41.7% | -81.6% | -49.2% |
| 10Y | +7.9% | +217.5% | -209.7% | -31.5% |
| All | +6.8% | +286.9% | -280.0% | -37.4% |
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