+21.8%
YUM vs ALM
+856.4%
-834.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.6% | +8.7% | -0.7% |
| 7D | -5.2% | -7.1% | +1.9% | -5.1% |
| 30D | -0.1% | +24.7% | -24.8% | -0.5% |
| 3M | -4.3% | +8.3% | -12.6% | -4.5% |
| 6M | -8.7% | -22.2% | +13.5% | -8.7% |
| YTD | -3.5% | +88.1% | -91.6% | -5.4% |
| 1Y | +0.5% | +272.4% | -271.9% | -3.7% |
| 3Y | +20.5% | +2,004.1% | -1,983.6% | +9.2% |
| 5Y | +21.8% | +915.8% | -894.0% | +12.0% |
| All | +21.8% | +856.4% | -834.6% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling