+67.4%
YUM vs ABCL
-81.0%
+148.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | -0.5% |
| 7D | -4.1% | +4.4% | -8.5% | -4.1% |
| 30D | +8.4% | -7.9% | +16.2% | +8.4% |
| 3M | +6.5% | +12.2% | -5.7% | +6.2% |
| 6M | +5.3% | +134.7% | -129.5% | +3.1% |
| YTD | +6.9% | +239.8% | -232.9% | +3.4% |
| 1Y | +8.7% | +192.7% | -183.9% | +5.6% |
| 3Y | +34.1% | +187.6% | -153.5% | +28.0% |
| 5Y | +39.9% | -22.6% | +62.6% | +36.1% |
| All | +67.4% | -81.0% | +148.4% | +63.0% |
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