+17.2%
YUM vs BAM
+66.2%
-49.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -6.1% | -6.6% | +0.5% | -5.3% |
| 30D | -5.8% | -12.4% | +6.6% | -4.4% |
| 3M | -7.6% | +2.4% | -10.0% | -8.0% |
| 6M | -9.1% | +7.9% | -17.1% | -10.3% |
| YTD | -5.5% | -7.0% | +1.5% | -5.1% |
| 1Y | -3.7% | -13.4% | +9.7% | -2.4% |
| 3Y | +17.8% | +46.9% | -29.1% | +7.8% |
| All | +17.2% | +66.2% | -49.0% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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