+165.5%
YUM vs AJG
+473.1%
-307.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.5% |
| 7D | -6.1% | -8.3% | +2.2% | -2.3% |
| 30D | -5.8% | -5.7% | -0.2% | -3.3% |
| 3M | -7.6% | +9.1% | -16.7% | -11.7% |
| 6M | -9.1% | +15.2% | -24.4% | -15.8% |
| YTD | -5.5% | -6.3% | +0.8% | -4.0% |
| 1Y | -3.7% | -19.1% | +15.4% | +4.7% |
| 3Y | +17.8% | +8.2% | +9.6% | +7.9% |
| 5Y | +19.3% | +75.6% | -56.4% | -17.7% |
| All | +165.5% | +473.1% | -307.6% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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