+86.1%
ARM vs YUM
+5.7%
+80.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +3.6% |
| 7D | +5.5% | -2.0% | +7.5% | +4.9% |
| 30D | -8.2% | -1.1% | -7.1% | -8.6% |
| 3M | -35.9% | +1.8% | -37.7% | -35.3% |
| 6M | +103.1% | -4.7% | +107.9% | +102.4% |
| YTD | +130.6% | +0.6% | +130.0% | +137.8% |
| 1Y | +86.1% | +6.4% | +79.7% | +99.2% |
| All | +86.1% | +5.7% | +80.4% | +99.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling