+10.6%
YUM vs AS
+8.1%
+2.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.4% |
| 7D | +2.1% | +5.8% | -3.8% | +1.6% |
| 30D | +11.1% | +15.4% | -4.3% | +9.9% |
| 3M | +7.3% | -11.9% | +19.1% | +7.2% |
| 6M | +6.9% | -9.9% | +16.8% | +6.6% |
| YTD | +7.9% | -13.1% | +21.0% | +6.2% |
| All | +10.6% | +8.1% | +2.6% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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