+244.8%
UAL vs YUM
+1,222.9%
-978.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -3.0% | -2.8% |
| 7D | -3.0% | +0.1% | -3.2% | -3.2% |
| 30D | +10.5% | +10.0% | +0.5% | +1.6% |
| 3M | -13.5% | +7.5% | -21.0% | -19.6% |
| 6M | +14.2% | +8.8% | +5.4% | +3.9% |
| YTD | -2.2% | +8.2% | -10.4% | -11.4% |
| 1Y | +12.5% | +9.8% | +2.7% | +0.3% |
| 3Y | +186.8% | +36.4% | +150.4% | +98.1% |
| 5Y | +119.4% | +41.7% | +77.7% | +45.8% |
| 10Y | +81.4% | +217.5% | -136.1% | -44.8% |
| All | +244.8% | +1,222.9% | -978.1% | -79.7% |
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