+20.3%
YUM vs AG
+260.2%
-239.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.8% |
| 7D | -5.2% | -5.8% | +0.6% | -5.1% |
| 30D | -0.1% | +6.4% | -6.5% | -0.3% |
| 3M | -4.3% | +28.4% | -32.6% | -4.9% |
| 6M | -8.7% | -24.5% | +15.7% | -8.4% |
| YTD | -3.5% | +21.2% | -24.7% | -4.6% |
| 1Y | +0.5% | +114.1% | -113.6% | -3.0% |
| All | +20.3% | +260.2% | -239.9% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 3y: compounded portfolio wealth divided by compounded AG 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…
3y analysis · Full analysis span regression · 6 months rolling