+4,173.9%
YUM vs ALB
+1,453.9%
+2,720.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.3% |
| 7D | -1.7% | -4.4% | +2.7% | -0.8% |
| 30D | -0.8% | -1.2% | +0.3% | -0.8% |
| 3M | +1.5% | -13.3% | +14.8% | +3.8% |
| 6M | -6.1% | -19.8% | +13.7% | -3.6% |
| YTD | -0.2% | -7.9% | +7.7% | -1.8% |
| 1Y | +2.5% | +60.2% | -57.7% | -12.4% |
| 3Y | +24.6% | -26.4% | +51.0% | +18.3% |
| 5Y | +25.7% | -42.5% | +68.2% | +19.2% |
| 10Y | +179.7% | +83.0% | +96.7% | +71.5% |
| All | +4,173.9% | +1,453.9% | +2,720.0% | +1,122.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling