+1,310.4%
AMT vs YUM
+4,345.6%
-3,035.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -0.2% | -1.7% | +1.5% | +0.4% |
| 30D | +1.8% | -0.8% | +2.7% | +2.1% |
| 3M | -6.2% | +1.5% | -7.6% | -7.0% |
| 6M | -5.0% | -6.1% | +1.1% | -3.3% |
| YTD | +2.1% | -0.2% | +2.3% | +1.6% |
| 1Y | -5.7% | +2.5% | -8.2% | -7.3% |
| 3Y | +7.9% | +24.6% | -16.7% | -1.9% |
| 5Y | -32.3% | +25.7% | -58.0% | -38.8% |
| 10Y | +95.0% | +179.7% | -84.7% | +30.9% |
| All | +1,310.4% | +4,345.6% | -3,035.2% | +304.1% |
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