+40.0%
YUM vs ALLE
+53.5%
-13.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +2.0% | +0.1% | +2.0% | +2.0% |
| 30D | +10.6% | +25.9% | -15.3% | +3.3% |
| 3M | +10.8% | +14.9% | -4.1% | +6.1% |
| 6M | +6.5% | +42.1% | -35.6% | -4.6% |
| YTD | +7.5% | +20.4% | -12.9% | +0.6% |
| 1Y | +10.2% | +14.9% | -4.7% | +4.7% |
| 3Y | +34.8% | +90.1% | -55.3% | +7.2% |
| 5Y | +40.0% | +53.0% | -12.9% | +21.0% |
| All | +40.0% | +53.5% | -13.4% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling