+21.8%
YUM vs AG
+64.4%
-42.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.7% |
| 7D | -5.2% | -5.8% | +0.6% | -5.0% |
| 30D | -0.1% | +6.4% | -6.5% | -0.4% |
| 3M | -4.3% | +28.4% | -32.6% | -5.5% |
| 6M | -8.7% | -24.5% | +15.7% | -8.0% |
| YTD | -3.5% | +21.2% | -24.7% | -5.6% |
| 1Y | +0.5% | +114.1% | -113.6% | -5.5% |
| 3Y | +20.5% | +268.0% | -247.5% | +6.4% |
| 5Y | +21.8% | +67.3% | -45.5% | +11.8% |
| All | +21.8% | +64.4% | -42.6% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling