+59.1%
YUM vs AVTR
+0.6%
+58.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -6.1% | -1.1% | -5.0% | -5.9% |
| 30D | -5.8% | +6.3% | -12.1% | -6.9% |
| 3M | -7.6% | +53.3% | -60.9% | -14.8% |
| 6M | -9.1% | +78.6% | -87.8% | -18.9% |
| YTD | -5.5% | +29.2% | -34.8% | -10.8% |
| 1Y | -3.7% | +13.8% | -17.5% | -8.1% |
| 3Y | +17.8% | -27.4% | +45.2% | +19.8% |
| 5Y | +19.3% | -65.0% | +84.3% | +42.6% |
| All | +59.1% | +0.6% | +58.5% | +32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling