-3.7%
YUM vs ALC
-14.7%
+11.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -6.1% | -6.3% | +0.3% | -5.4% |
| 30D | -5.8% | -10.3% | +4.4% | -4.8% |
| 3M | -7.6% | -0.7% | -6.9% | -8.0% |
| 6M | -9.1% | -17.8% | +8.7% | -7.3% |
| YTD | -5.5% | -15.8% | +10.3% | -3.9% |
| 1Y | -3.7% | -16.7% | +13.0% | -3.4% |
| All | -3.7% | -14.7% | +11.0% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling