+13.4%
YUM vs AVTR
+37.4%
-24.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.4% | +5.5% | +5.9% |
| 7D | +10.8% | -6.2% | +17.0% | +10.9% |
| 30D | +21.4% | -1.0% | +22.4% | +21.4% |
| 3M | +13.2% | +14.4% | -1.2% | +12.7% |
| 6M | +8.8% | +95.9% | -87.1% | +6.0% |
| YTD | +11.5% | +36.6% | -25.0% | +10.9% |
| 1Y | +13.4% | +35.1% | -21.8% | +13.8% |
| All | +13.4% | +37.4% | -24.0% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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