+2,309.0%
YUM vs AGI
+5,269.5%
-2,960.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.8% |
| 7D | -5.2% | -5.3% | +0.1% | -5.0% |
| 30D | -0.1% | +6.8% | -6.8% | -0.3% |
| 3M | -4.3% | +8.3% | -12.6% | -4.6% |
| 6M | -8.7% | -29.2% | +20.5% | -8.0% |
| YTD | -3.5% | -7.3% | +3.8% | -3.6% |
| 1Y | +0.5% | +8.0% | -7.6% | -0.2% |
| 3Y | +20.5% | +206.6% | -186.0% | +15.7% |
| 5Y | +21.8% | +398.1% | -376.3% | +15.1% |
| 10Y | +176.5% | +384.0% | -207.4% | +158.3% |
| All | +2,309.0% | +5,269.5% | -2,960.5% | +2,120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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