+311.3%
ARM vs YUM
+21.4%
+289.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.9% |
| 7D | +11.4% | -1.7% | +13.0% | +11.7% |
| 30D | -7.4% | -0.8% | -6.6% | -7.4% |
| 3M | -24.5% | +1.5% | -26.0% | -25.2% |
| 6M | +128.7% | -6.1% | +134.7% | +131.4% |
| YTD | +139.3% | -0.2% | +139.5% | +137.0% |
| 1Y | +88.0% | +2.5% | +85.5% | +83.8% |
| All | +311.3% | +21.4% | +289.8% | +266.2% |
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 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