+4,317.4%
AMAT vs YUM
+4,562.8%
-245.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +7.0% | -3.7% | +10.6% | +8.5% |
| 30D | -20.6% | +9.2% | -29.8% | -23.8% |
| 3M | -24.8% | +11.2% | -36.0% | -28.7% |
| 6M | -10.7% | +7.7% | -18.4% | -15.0% |
| YTD | +54.3% | +7.5% | +46.8% | +46.4% |
| 1Y | +73.7% | +8.3% | +65.4% | +63.9% |
| 3Y | +168.4% | +34.8% | +133.6% | +127.5% |
| 5Y | +167.6% | +41.6% | +126.0% | +123.8% |
| 10Y | +1,425.2% | +215.3% | +1,209.9% | +838.6% |
| All | +4,317.4% | +4,562.8% | -245.4% | +1,054.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling