+165.0%
AMAT vs YUM
+35.3%
+129.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.2% | +11.5% | +11.4% |
| 7D | -1.1% | +2.1% | -3.1% | -1.3% |
| 30D | -26.9% | +11.1% | -38.0% | -28.0% |
| 3M | -31.2% | +7.3% | -38.4% | -31.9% |
| 6M | -14.7% | +6.9% | -21.6% | -16.0% |
| YTD | +44.7% | +7.9% | +36.8% | +41.6% |
| 1Y | +62.0% | +10.0% | +52.0% | +57.2% |
| 3Y | +165.0% | +36.7% | +128.2% | +115.5% |
| All | +165.0% | +35.3% | +129.7% | +115.5% |
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