+213.6%
YUM vs ALLE
+208.6%
+5.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -4.1% | +1.6% | -5.6% | -4.6% |
| 30D | +8.4% | +24.1% | -15.7% | -0.2% |
| 3M | +6.5% | +14.8% | -8.3% | +0.9% |
| 6M | +5.3% | +45.9% | -40.6% | -9.4% |
| YTD | +6.9% | +20.7% | -13.9% | -1.9% |
| 1Y | +8.7% | +14.2% | -5.4% | +2.0% |
| 3Y | +34.1% | +90.7% | -56.6% | +0.6% |
| 5Y | +39.9% | +50.6% | -10.6% | +13.3% |
| All | +213.6% | +208.6% | +5.0% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling