-99.8%
AMIX vs YUM
+21.5%
-121.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.6% |
| 7D | -3.4% | -1.7% | -1.7% | -4.2% |
| 30D | -54.4% | -0.8% | -53.6% | -54.2% |
| 3M | -45.7% | +1.5% | -47.2% | -44.2% |
| 6M | -49.2% | -6.1% | -43.1% | -48.4% |
| YTD | -60.3% | -0.2% | -60.1% | -59.0% |
| 1Y | -81.4% | +2.5% | -83.8% | -80.4% |
| All | -99.8% | +21.5% | -121.3% | -99.7% |
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