+165.5%
YUM vs ALM
+2,589.2%
-2,423.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -1.9% |
| 7D | -6.1% | -11.8% | +5.8% | -5.8% |
| 30D | -5.8% | +7.8% | -13.6% | -6.1% |
| 3M | -7.6% | -9.3% | +1.6% | -7.6% |
| 6M | -9.1% | -30.5% | +21.3% | -8.8% |
| YTD | -5.5% | +75.8% | -81.3% | -7.9% |
| 1Y | -3.7% | +241.2% | -244.9% | -8.3% |
| 3Y | +17.8% | +1,872.6% | -1,854.8% | +4.2% |
| 5Y | +19.3% | +849.6% | -830.3% | +7.0% |
| All | +165.5% | +2,589.2% | -2,423.7% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling