+0.5%
YUM vs ADVB
+2.9%
-2.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.0% | -0.8% |
| 7D | -5.2% | -5.9% | +0.7% | -5.2% |
| 30D | -0.1% | +13.9% | -14.0% | 0.0% |
| 3M | -4.3% | +127.3% | -131.6% | -3.4% |
| 6M | -8.7% | +77.0% | -85.7% | -7.3% |
| YTD | -3.5% | +51.5% | -55.0% | -2.1% |
| 1Y | +0.5% | -11.3% | +11.8% | +1.2% |
| All | +0.5% | +2.9% | -2.5% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling