+30.3%
YUM vs AS
+134.9%
-104.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.0% |
| 7D | +3.7% | +6.9% | -3.2% | +3.3% |
| 30D | +14.8% | +16.0% | -1.2% | +13.9% |
| 3M | +6.4% | -12.8% | +19.2% | +6.9% |
| 6M | +4.3% | -15.4% | +19.7% | +4.9% |
| YTD | +8.1% | -15.7% | +23.8% | +8.4% |
| 1Y | +11.3% | +6.1% | +5.2% | +10.4% |
| All | +30.3% | +134.9% | -104.6% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling