+617.8%
YUM vs AWK
+966.9%
-349.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -3.6% | +0.6% | -4.2% | -3.8% |
| 30D | +0.4% | +4.3% | -3.9% | -1.3% |
| 3M | -3.8% | +12.5% | -16.3% | -8.3% |
| 6M | -8.3% | +3.3% | -11.6% | -9.8% |
| YTD | -2.6% | +9.8% | -12.4% | -6.7% |
| 1Y | +1.5% | +2.9% | -1.4% | -0.3% |
| 3Y | +21.6% | +9.6% | +12.0% | +14.5% |
| 5Y | +23.5% | -16.7% | +40.2% | +28.3% |
| 10Y | +178.9% | +136.1% | +42.9% | +80.6% |
| All | +617.8% | +966.9% | -349.1% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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