+20.0%
YUM vs AZO
+85.8%
-65.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -6.1% | -3.6% | -2.5% | -5.1% |
| 30D | -5.8% | -5.6% | -0.3% | -4.4% |
| 3M | -7.6% | -6.6% | -1.0% | -6.2% |
| 6M | -9.1% | -22.5% | +13.4% | -3.2% |
| YTD | -5.5% | -15.2% | +9.7% | -2.3% |
| 1Y | -3.7% | -33.9% | +30.2% | +7.1% |
| 3Y | +17.8% | +11.8% | +6.0% | +10.6% |
| All | +20.0% | +85.8% | -65.7% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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