+376.7%
AMD vs YUM
+23.7%
+353.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +6.0% |
| 7D | +10.0% | -1.7% | +11.7% | +10.2% |
| 30D | +4.6% | -0.8% | +5.5% | +4.6% |
| 3M | +3.1% | +1.5% | +1.7% | +2.5% |
| 6M | +162.8% | -6.1% | +168.9% | +164.8% |
| YTD | +136.2% | -0.2% | +136.4% | +133.4% |
| 1Y | +234.0% | +2.5% | +231.5% | +225.1% |
| 3Y | +376.7% | +24.6% | +352.1% | +312.4% |
| All | +376.7% | +23.7% | +353.0% | +312.4% |
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