+87.7%
ARM vs YUM
+0.2%
+87.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.5% | +0.3% |
| 7D | +12.5% | -3.6% | +16.1% | +11.4% |
| 30D | -1.4% | +0.4% | -1.7% | -1.3% |
| 3M | -18.7% | -3.8% | -14.9% | -19.3% |
| 6M | +124.6% | -8.3% | +132.9% | +121.2% |
| YTD | +141.7% | -2.6% | +144.4% | +147.4% |
| 1Y | +87.7% | +1.5% | +86.2% | +101.9% |
| All | +87.7% | +0.2% | +87.4% | +101.9% |
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 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