-44.0%
ACHR vs YUM
+44.2%
-88.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +3.4% |
| 7D | -2.3% | -6.1% | +3.8% | +0.6% |
| 30D | -11.3% | -5.8% | -5.5% | -8.9% |
| 3M | +5.3% | -7.6% | +12.9% | +8.1% |
| 6M | -13.2% | -9.1% | -4.1% | -10.7% |
| YTD | -25.8% | -5.5% | -20.3% | -25.8% |
| 1Y | -34.3% | -3.7% | -30.6% | -35.8% |
| 3Y | -19.9% | +17.8% | -37.7% | -34.4% |
| 5Y | -42.7% | +19.3% | -61.9% | -55.7% |
| All | -44.0% | +44.2% | -88.2% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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