+28.1%
YUM vs AUR
-35.7%
+63.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.2% |
| 7D | -6.1% | +1.4% | -7.5% | -6.1% |
| 30D | -5.8% | -6.4% | +0.6% | -5.7% |
| 3M | -7.6% | +7.7% | -15.3% | -8.1% |
| 6M | -9.1% | +44.5% | -53.6% | -11.0% |
| YTD | -5.5% | +67.4% | -73.0% | -8.1% |
| 1Y | -3.7% | +15.4% | -19.2% | -5.1% |
| 3Y | +17.8% | +94.8% | -77.0% | +8.7% |
| 5Y | +19.3% | -35.1% | +54.4% | +9.7% |
| All | +28.1% | -35.7% | +63.8% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling