+22.9%
YUM vs AVAV
+33.5%
-10.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.4% | +2.5% | -2.7% |
| 7D | -4.0% | -3.2% | -0.9% | -3.9% |
| 30D | -0.1% | -25.6% | +25.4% | +1.0% |
| 3M | -4.3% | -20.2% | +16.0% | -3.8% |
| 6M | -8.7% | -38.1% | +29.3% | -7.4% |
| YTD | -3.1% | -41.8% | +38.7% | -1.6% |
| 1Y | +1.0% | -39.0% | +40.0% | +1.8% |
| 3Y | +21.0% | +24.1% | -3.1% | +13.5% |
| 5Y | +22.9% | +53.0% | -30.2% | +12.7% |
| All | +22.9% | +33.5% | -10.7% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling