+71.8%
YUM vs ALC
+21.6%
+50.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.1% |
| 7D | -1.7% | -3.7% | +2.0% | -0.4% |
| 30D | -0.8% | -3.7% | +2.9% | +0.3% |
| 3M | +1.5% | +4.6% | -3.1% | -0.6% |
| 6M | -6.1% | -14.6% | +8.5% | -1.6% |
| YTD | -0.2% | -11.9% | +11.6% | +3.0% |
| 1Y | +2.5% | -13.1% | +15.6% | +6.2% |
| 3Y | +24.6% | -15.0% | +39.6% | +26.8% |
| 5Y | +25.7% | -16.2% | +41.8% | +26.4% |
| All | +71.8% | +21.6% | +50.2% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling