+261.2%
ARM vs YUM
+35.3%
+225.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.9% | +6.7% |
| 7D | -5.3% | +2.1% | -7.4% | -5.5% |
| 30D | -30.0% | +11.1% | -41.1% | -30.8% |
| 3M | -34.1% | +7.3% | -41.3% | -34.5% |
| 6M | -12.6% | +6.9% | -19.6% | -13.5% |
| YTD | +70.4% | +7.9% | +62.5% | +68.0% |
| 1Y | +22.3% | +10.0% | +12.3% | +19.5% |
| 3Y | +261.2% | +36.7% | +224.5% | +215.7% |
| All | +261.2% | +35.3% | +225.9% | +215.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling