+193.0%
ARM vs YUM
+31.3%
+161.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.9% | +6.7% |
| 7D | -5.3% | +2.1% | -7.4% | -5.6% |
| 30D | -30.0% | +11.1% | -41.1% | -31.1% |
| 3M | -34.1% | +7.3% | -41.3% | -34.8% |
| 6M | -12.6% | +6.9% | -19.6% | -13.9% |
| YTD | +70.4% | +7.9% | +62.5% | +67.0% |
| 1Y | +22.3% | +10.0% | +12.3% | +18.7% |
| 3Y | +261.2% | +36.7% | +224.5% | +198.0% |
| All | +193.0% | +31.3% | +161.6% | +158.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling