+24.6%
YUM vs ABCL
+105.4%
-80.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.7% | +1.4% | -3.1% | -1.6% |
| 30D | -0.8% | +65.1% | -65.9% | -0.5% |
| 3M | +1.5% | +111.1% | -109.6% | +1.8% |
| 6M | -6.1% | +231.6% | -237.7% | -6.2% |
| YTD | -0.2% | +234.5% | -234.7% | -0.4% |
| 1Y | +2.5% | +174.3% | -171.9% | +2.3% |
| 3Y | +24.6% | +111.5% | -86.9% | +18.4% |
| All | +24.6% | +105.4% | -80.8% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 3y: compounded portfolio wealth divided by compounded ABCL 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…
3y analysis · Full analysis span regression · 6 months rolling