-99.9%
AMIX vs YUM
+30.9%
-130.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +8.6% |
| 7D | +11.4% | +2.0% | +9.4% | +12.7% |
| 30D | -40.5% | +10.6% | -51.1% | -37.4% |
| 3M | -80.1% | +10.8% | -90.9% | -78.8% |
| 6M | -74.8% | +6.5% | -81.3% | -73.1% |
| YTD | -84.0% | +7.5% | -91.4% | -82.7% |
| 1Y | -89.7% | +10.2% | -99.9% | -88.8% |
| All | -99.9% | +30.9% | -130.8% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling