+57.6%
YUM vs ABCL
-81.3%
+138.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | -2.0% | +0.7% | -2.8% | -2.1% |
| 30D | -1.1% | +93.1% | -94.2% | -2.4% |
| 3M | +1.8% | +79.4% | -77.7% | +0.5% |
| 6M | -4.7% | +214.9% | -219.6% | -7.4% |
| YTD | +0.6% | +234.2% | -233.6% | -2.6% |
| 1Y | +6.4% | +174.8% | -168.4% | +3.3% |
| 3Y | +22.6% | +104.5% | -81.9% | +18.6% |
| 5Y | +26.0% | -39.0% | +65.0% | +22.3% |
| All | +57.6% | -81.3% | +138.8% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling