+22.9%
YUM vs ABCL
-39.4%
+62.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -2.8% |
| 7D | -4.0% | -2.7% | -1.3% | -4.0% |
| 30D | -0.1% | +18.3% | -18.4% | -0.6% |
| 3M | -4.3% | +108.5% | -112.8% | -6.5% |
| 6M | -8.7% | +213.9% | -222.7% | -12.5% |
| YTD | -3.1% | +223.1% | -226.2% | -7.6% |
| 1Y | +1.0% | +160.6% | -159.6% | -3.2% |
| 3Y | +21.0% | +104.3% | -83.3% | +15.5% |
| 5Y | +22.9% | -40.0% | +62.9% | +19.2% |
| All | +22.9% | -39.4% | +62.3% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling