+214.0%
AMAT vs YUM
+25.2%
+188.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.5% |
| 7D | -1.5% | -2.0% | +0.5% | -1.1% |
| 30D | -14.8% | -1.1% | -13.7% | -14.7% |
| 3M | -9.3% | +1.8% | -11.0% | -10.3% |
| 6M | +27.4% | -4.7% | +32.1% | +28.2% |
| YTD | +77.6% | +0.6% | +77.0% | +75.3% |
| 1Y | +188.9% | +6.4% | +182.5% | +178.5% |
| All | +214.0% | +25.2% | +188.8% | +178.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling