+97.2%
YUM vs ACI
+21.8%
+75.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.5% |
| 7D | -1.7% | -2.6% | +0.9% | -1.4% |
| 30D | -0.8% | +1.1% | -1.9% | -1.0% |
| 3M | +1.5% | -23.6% | +25.1% | +3.9% |
| 6M | -6.1% | -29.9% | +23.8% | -3.1% |
| YTD | -0.2% | -26.9% | +26.6% | +2.4% |
| 1Y | +2.5% | -34.2% | +36.7% | +6.2% |
| 3Y | +24.6% | -43.6% | +68.2% | +30.7% |
| 5Y | +25.7% | -42.4% | +68.0% | +30.1% |
| All | +97.2% | +21.8% | +75.5% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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