-7.0%
YUM vs ADVB
-88.9%
+81.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.0% | -0.9% |
| 7D | -5.2% | -5.9% | +0.7% | -5.2% |
| 30D | -0.1% | +13.9% | -14.0% | -0.2% |
| 3M | -4.3% | +127.3% | -131.6% | -5.4% |
| 6M | -8.7% | +77.0% | -85.7% | -9.6% |
| YTD | -3.5% | +51.5% | -55.0% | -4.3% |
| 1Y | +0.5% | -11.3% | +11.8% | +0.6% |
| All | -7.0% | -88.9% | +81.9% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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