+312.6%
YUM vs ALLY
+97.2%
+215.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -4.1% | -2.1% | -1.9% | -3.5% |
| 30D | +8.4% | +2.0% | +6.4% | +7.8% |
| 3M | +6.5% | -13.3% | +19.9% | +10.3% |
| 6M | +5.3% | -9.9% | +15.1% | +7.7% |
| YTD | +6.9% | -13.5% | +20.4% | +9.9% |
| 1Y | +8.7% | -2.8% | +11.6% | +8.4% |
| 3Y | +34.1% | +63.4% | -29.3% | +11.5% |
| 5Y | +39.9% | -10.9% | +50.8% | +33.7% |
| 10Y | +213.6% | +174.7% | +38.9% | +84.3% |
| All | +312.6% | +97.2% | +215.4% | +151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling