+20.0%
YUM vs ALC
-20.7%
+40.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -6.1% | -6.3% | +0.3% | -4.5% |
| 30D | -5.8% | -10.3% | +4.4% | -3.3% |
| 3M | -7.6% | -0.7% | -6.9% | -7.8% |
| 6M | -9.1% | -17.8% | +8.7% | -5.0% |
| YTD | -5.5% | -15.8% | +10.3% | -2.1% |
| 1Y | -3.7% | -16.7% | +13.0% | -0.1% |
| 3Y | +17.8% | -19.7% | +37.5% | +21.5% |
| All | +20.0% | -20.7% | +40.7% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling