+2,702.4%
YUM vs A
+434.5%
+2,267.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.6% |
| 7D | -4.0% | -4.4% | +0.3% | -3.1% |
| 30D | -0.1% | -2.7% | +2.6% | +0.3% |
| 3M | -4.3% | +7.0% | -11.3% | -5.9% |
| 6M | -8.7% | +24.6% | -33.4% | -13.6% |
| YTD | -3.1% | +7.0% | -10.1% | -5.4% |
| 1Y | +1.0% | +15.6% | -14.6% | -3.2% |
| 3Y | +21.0% | +29.9% | -8.9% | +11.5% |
| 5Y | +22.9% | -15.4% | +38.3% | +22.5% |
| 10Y | +177.6% | +248.9% | -71.3% | +104.9% |
| All | +2,702.4% | +434.5% | +2,267.9% | +1,600.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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