+17.8%
YUM vs AUR
+84.2%
-66.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.1% |
| 7D | -6.1% | +1.4% | -7.5% | -6.1% |
| 30D | -5.8% | -6.4% | +0.6% | -5.8% |
| 3M | -7.6% | +7.7% | -15.3% | -7.8% |
| 6M | -9.1% | +44.5% | -53.6% | -10.1% |
| YTD | -5.5% | +67.4% | -73.0% | -6.9% |
| 1Y | -3.7% | +15.4% | -19.2% | -4.5% |
| 3Y | +17.8% | +94.8% | -77.0% | +10.2% |
| All | +17.8% | +84.2% | -66.4% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling