-3.7%
YUM vs ALM
+247.3%
-251.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -2.1% |
| 7D | -6.1% | -11.8% | +5.8% | -6.1% |
| 30D | -5.8% | +7.8% | -13.6% | -5.7% |
| 3M | -7.6% | -9.3% | +1.6% | -7.5% |
| 6M | -9.1% | -30.5% | +21.3% | -9.7% |
| YTD | -5.5% | +75.8% | -81.3% | -3.4% |
| 1Y | -3.7% | +241.2% | -244.9% | 0.0% |
| All | -3.7% | +247.3% | -251.0% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling