+1,321.9%
AMAT vs YUM
+215.4%
+1,106.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -4.0% | -3.5% |
| 7D | +11.4% | +0.1% | +11.2% | +11.2% |
| 30D | -17.0% | +10.0% | -27.0% | -22.2% |
| 3M | -30.6% | +7.5% | -38.1% | -34.5% |
| 6M | -14.9% | +8.8% | -23.7% | -21.5% |
| YTD | +44.7% | +8.2% | +36.5% | +32.8% |
| 1Y | +66.9% | +9.8% | +57.1% | +51.0% |
| 3Y | +153.3% | +36.4% | +116.9% | +89.3% |
| 5Y | +146.2% | +41.7% | +104.6% | +78.5% |
| All | +1,321.9% | +215.4% | +1,106.5% | +526.9% |
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