+287.3%
YUM vs ALLE
+336.8%
-49.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +2.0% | +0.1% | +2.0% | +2.0% |
| 30D | +10.6% | +25.9% | -15.3% | +1.2% |
| 3M | +10.8% | +14.9% | -4.1% | +4.8% |
| 6M | +6.5% | +42.1% | -35.6% | -7.7% |
| YTD | +7.5% | +20.4% | -12.9% | -1.4% |
| 1Y | +10.2% | +14.9% | -4.7% | +3.0% |
| 3Y | +34.8% | +90.1% | -55.3% | +1.0% |
| 5Y | +40.0% | +53.0% | -12.9% | +12.1% |
| 10Y | +212.0% | +208.8% | +3.2% | +78.6% |
| All | +287.3% | +336.8% | -49.4% | +97.4% |
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