+347.3%
BAC vs YUM
+4,264.3%
-3,917.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.5% |
| 7D | +1.1% | -2.0% | +3.1% | +2.1% |
| 30D | -0.4% | -1.1% | +0.7% | -0.1% |
| 3M | +16.9% | +1.8% | +15.1% | +15.1% |
| 6M | +26.6% | -4.7% | +31.4% | +28.5% |
| YTD | +15.8% | +0.6% | +15.2% | +14.0% |
| 1Y | +27.2% | +6.4% | +20.8% | +21.1% |
| 3Y | +132.4% | +22.6% | +109.8% | +102.6% |
| 5Y | +72.6% | +26.0% | +46.6% | +47.4% |
| 10Y | +389.7% | +174.6% | +215.1% | +182.1% |
| All | +347.3% | +4,264.3% | -3,917.0% | +5.0% |
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