+171.2%
YUM vs ACGL
+277.0%
-105.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -5.2% | -3.6% | -1.6% | -3.9% |
| 30D | -0.1% | -2.1% | +2.0% | +0.7% |
| 3M | -4.3% | +5.4% | -9.6% | -6.2% |
| 6M | -8.7% | 0.0% | -8.7% | -9.0% |
| YTD | -3.5% | +0.3% | -3.8% | -4.1% |
| 1Y | +0.5% | +6.2% | -5.7% | -2.3% |
| 3Y | +20.5% | +30.9% | -10.4% | +5.6% |
| 5Y | +21.8% | +159.8% | -138.0% | -21.2% |
| All | +171.2% | +277.0% | -105.8% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling