+932.1%
YUM vs AVAV
+478.6%
+453.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | -2.0% | -2.2% | +0.2% | -1.8% |
| 30D | -1.1% | -13.9% | +12.8% | +0.3% |
| 3M | +1.8% | -29.2% | +31.0% | +4.7% |
| 6M | -4.7% | -36.1% | +31.4% | -1.5% |
| YTD | +0.6% | -40.2% | +40.8% | +3.7% |
| 1Y | +6.4% | -36.2% | +42.6% | +7.8% |
| 3Y | +22.6% | +47.5% | -24.9% | +6.3% |
| 5Y | +26.0% | +39.3% | -13.3% | +6.2% |
| 10Y | +174.6% | +482.6% | -307.9% | +69.6% |
| All | +932.1% | +478.6% | +453.5% | +469.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling