+0.5%
YUM vs AVAV
-36.6%
+37.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.3% | -0.9% |
| 7D | -5.2% | -0.1% | -5.1% | -5.2% |
| 30D | -0.1% | -25.0% | +24.9% | +0.2% |
| 3M | -4.3% | -15.0% | +10.7% | -4.4% |
| 6M | -8.7% | -33.6% | +24.9% | -8.5% |
| YTD | -3.5% | -39.2% | +35.7% | -0.5% |
| 1Y | +0.5% | -40.5% | +40.9% | +7.6% |
| All | +0.5% | -36.6% | +37.1% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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