+4,043.1%
AMAT vs YUM
+4,582.3%
-539.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.2% | +11.5% | +11.4% |
| 7D | -1.1% | +2.1% | -3.1% | -2.1% |
| 30D | -26.9% | +11.1% | -38.0% | -30.4% |
| 3M | -31.2% | +7.3% | -38.4% | -33.8% |
| 6M | -14.7% | +6.9% | -21.6% | -18.6% |
| YTD | +44.7% | +7.9% | +36.8% | +37.1% |
| 1Y | +62.0% | +10.0% | +52.0% | +51.7% |
| 3Y | +165.0% | +36.7% | +128.2% | +123.3% |
| 5Y | +147.1% | +40.2% | +106.9% | +107.5% |
| 10Y | +1,315.3% | +210.6% | +1,104.6% | +775.5% |
| All | +4,043.1% | +4,582.3% | -539.2% | +980.6% |
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 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