+296.4%
ARM vs YUM
+22.4%
+274.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.1% |
| 7D | +5.5% | -2.0% | +7.5% | +5.9% |
| 30D | -8.2% | -1.1% | -7.1% | -8.1% |
| 3M | -35.9% | +1.8% | -37.7% | -36.6% |
| 6M | +103.1% | -4.7% | +107.9% | +104.8% |
| YTD | +130.6% | +0.6% | +130.0% | +128.2% |
| 1Y | +86.1% | +6.4% | +79.7% | +78.8% |
| All | +296.4% | +22.4% | +274.0% | +252.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling