-13.5%
AMT vs YUM
+40.9%
-54.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.3% | +0.4% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +6.8% | +10.0% | -3.2% | +2.2% |
| 3M | +11.2% | +7.5% | +3.7% | +7.3% |
| 6M | +12.5% | +8.8% | +3.7% | +7.3% |
| YTD | +12.5% | +8.2% | +4.3% | +7.3% |
| 1Y | +10.1% | +9.8% | +0.3% | +4.1% |
| 3Y | +16.0% | +36.4% | -20.4% | -5.2% |
| All | -13.5% | +40.9% | -54.4% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling