+20.0%
YUM vs ALB
-48.5%
+68.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.9% |
| 7D | -6.1% | -6.6% | +0.6% | -5.6% |
| 30D | -5.8% | -8.1% | +2.3% | -5.3% |
| 3M | -7.6% | -25.7% | +18.1% | -5.8% |
| 6M | -9.1% | -29.5% | +20.3% | -7.5% |
| YTD | -5.5% | -16.2% | +10.7% | -5.7% |
| 1Y | -3.7% | +59.2% | -63.0% | -10.1% |
| 3Y | +17.8% | -33.7% | +51.5% | +17.0% |
| All | +20.0% | -48.5% | +68.5% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling