+3,947.2%
YUM vs AZO
+9,198.6%
-5,251.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -6.1% | -3.6% | -2.5% | -5.0% |
| 30D | -5.8% | -5.6% | -0.3% | -4.2% |
| 3M | -7.6% | -6.6% | -1.0% | -6.0% |
| 6M | -9.1% | -22.5% | +13.4% | -2.4% |
| YTD | -5.5% | -15.2% | +9.7% | -1.7% |
| 1Y | -3.7% | -33.9% | +30.2% | +8.2% |
| 3Y | +17.8% | +11.8% | +6.0% | +11.0% |
| 5Y | +19.3% | +85.5% | -66.3% | -5.5% |
| 10Y | +170.7% | +298.2% | -127.5% | +63.6% |
| All | +3,947.2% | +9,198.6% | -5,251.4% | +954.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling