+275.3%
YUM vs ALM
+7,705.7%
-7,430.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.2% |
| 7D | -2.0% | -2.6% | +0.6% | -2.0% |
| 30D | -1.1% | +32.0% | -33.1% | -1.2% |
| 3M | +1.8% | -15.0% | +16.8% | +1.8% |
| 6M | -4.7% | -10.1% | +5.4% | -4.8% |
| YTD | +0.6% | +99.4% | -98.9% | +0.3% |
| 1Y | +6.4% | +316.4% | -309.9% | +5.8% |
| 3Y | +22.6% | +2,022.0% | -1,999.4% | +21.2% |
| 5Y | +26.0% | +941.2% | -915.2% | +24.7% |
| 10Y | +174.6% | +2,950.3% | -2,775.7% | +170.7% |
| All | +275.3% | +7,705.7% | -7,430.4% | +265.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling