+21.4%
YUM vs ALLE
+44.7%
-23.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.3% | -1.8% |
| 7D | -3.6% | -2.2% | -1.4% | -3.0% |
| 30D | +0.4% | -8.3% | +8.7% | +2.5% |
| 3M | -3.8% | +16.3% | -20.0% | -7.7% |
| 6M | -8.3% | +1.8% | -10.1% | -9.2% |
| YTD | -2.6% | -3.9% | +1.3% | -2.7% |
| 1Y | +1.5% | -10.0% | +11.5% | +3.2% |
| All | +21.4% | +44.7% | -23.3% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling