+4,502.8%
YUM vs ACGL
+4,356.1%
+146.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.7% | -1.4% | -2.3% | -3.3% |
| 30D | +9.2% | +12.4% | -3.2% | +6.0% |
| 3M | +11.2% | +11.1% | +0.1% | +8.3% |
| 6M | +7.7% | +16.3% | -8.7% | +3.5% |
| YTD | +7.5% | +13.8% | -6.4% | +3.7% |
| 1Y | +8.3% | +20.4% | -12.1% | +3.1% |
| 3Y | +34.8% | +33.6% | +1.2% | +23.6% |
| 5Y | +41.6% | +176.8% | -135.2% | +6.7% |
| 10Y | +215.3% | +324.6% | -109.3% | +110.0% |
| All | +4,502.8% | +4,356.1% | +146.7% | +2,211.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling