-3.7%
YUM vs ACM
-48.8%
+45.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.1% |
| 7D | -6.1% | -4.6% | -1.5% | -6.1% |
| 30D | -5.8% | +4.1% | -9.9% | -5.6% |
| 3M | -7.6% | -8.3% | +0.7% | -7.8% |
| 6M | -9.1% | -30.1% | +20.9% | -10.0% |
| YTD | -5.5% | -32.6% | +27.1% | -6.8% |
| 1Y | -3.7% | -49.6% | +45.9% | -5.3% |
| All | -3.7% | -48.8% | +45.1% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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