+262.5%
YUM vs ALLE
+260.9%
+1.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | -1.1% | -6.8% | +5.7% | +1.5% |
| 3M | +1.8% | +21.0% | -19.3% | -6.0% |
| 6M | -4.7% | +1.1% | -5.8% | -6.0% |
| YTD | +0.6% | -0.5% | +1.1% | -0.5% |
| 1Y | +6.4% | -7.3% | +13.7% | +8.1% |
| 3Y | +22.6% | +42.3% | -19.7% | +2.9% |
| 5Y | +26.0% | +13.5% | +12.5% | +13.7% |
| 10Y | +174.6% | +144.0% | +30.6% | +72.3% |
| All | +262.5% | +260.9% | +1.7% | +99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling