+0.5%
YUM vs ALLY
+5.1%
-4.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | -5.2% | -3.3% | -1.9% | -4.9% |
| 30D | -0.1% | -4.1% | +4.0% | +0.3% |
| 3M | -4.3% | +1.4% | -5.7% | -4.6% |
| 6M | -8.7% | +14.4% | -23.1% | -9.9% |
| YTD | -3.5% | -4.9% | +1.4% | -3.1% |
| 1Y | +0.5% | +5.5% | -5.1% | -2.7% |
| All | +0.5% | +5.1% | -4.7% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling