+22.9%
YUM vs ALLE
+11.9%
+11.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.1% |
| 7D | -4.0% | -2.2% | -1.9% | -3.4% |
| 30D | -0.1% | -8.3% | +8.2% | +2.4% |
| 3M | -4.3% | +16.3% | -20.5% | -8.9% |
| 6M | -8.7% | +1.8% | -10.6% | -9.8% |
| YTD | -3.1% | -3.9% | +0.8% | -2.9% |
| 1Y | +1.0% | -10.0% | +11.0% | +3.2% |
| 3Y | +21.0% | +45.8% | -24.8% | +4.4% |
| 5Y | +22.9% | +13.3% | +9.6% | +13.1% |
| All | +22.9% | +11.9% | +11.0% | +13.1% |
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