+0.5%
YUM vs AR
+22.8%
-22.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -5.2% | -1.3% | -3.9% | -5.3% |
| 30D | -0.1% | +3.5% | -3.6% | +0.1% |
| 3M | -4.3% | +9.9% | -14.2% | -3.6% |
| 6M | -8.7% | +4.5% | -13.3% | -8.4% |
| YTD | -3.5% | +13.7% | -17.2% | -3.2% |
| 1Y | +0.5% | +19.2% | -18.8% | -0.2% |
| All | +0.5% | +22.8% | -22.4% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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