+20.3%
YUM vs ALB
-31.4%
+51.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.8% |
| 7D | -5.2% | -7.6% | +2.4% | -4.9% |
| 30D | -0.1% | -5.6% | +5.5% | +0.1% |
| 3M | -4.3% | -16.8% | +12.6% | -3.6% |
| 6M | -8.7% | -26.3% | +17.6% | -8.0% |
| YTD | -3.5% | -13.2% | +9.7% | -4.1% |
| 1Y | +0.5% | +68.8% | -68.3% | -5.2% |
| All | +20.3% | -31.4% | +51.7% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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