+303.6%
YUM vs AR
-27.2%
+330.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -2.0% | +2.5% | -4.5% | -2.2% |
| 30D | -1.1% | +14.8% | -15.9% | -2.0% |
| 3M | +1.8% | +6.2% | -4.5% | +1.3% |
| 6M | -4.7% | +4.3% | -9.0% | -5.2% |
| YTD | +0.6% | +14.4% | -13.8% | -0.7% |
| 1Y | +6.4% | +21.3% | -14.9% | +4.5% |
| 3Y | +22.6% | +39.8% | -17.2% | +17.9% |
| 5Y | +26.0% | +142.1% | -116.1% | +14.8% |
| 10Y | +174.6% | +52.0% | +122.6% | +128.5% |
| All | +303.6% | -27.2% | +330.8% | +255.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling