+20.0%
YUM vs AU
+686.2%
-666.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.1% |
| 7D | -6.1% | -4.3% | -1.8% | -5.9% |
| 30D | -5.8% | +7.3% | -13.1% | -6.1% |
| 3M | -7.6% | +26.3% | -34.0% | -8.7% |
| 6M | -9.1% | +1.8% | -10.9% | -9.6% |
| YTD | -5.5% | +26.8% | -32.3% | -7.2% |
| 1Y | -3.7% | +66.7% | -70.4% | -6.8% |
| 3Y | +17.8% | +579.1% | -561.3% | +4.3% |
| All | +20.0% | +686.2% | -666.2% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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