+20.3%
YUM vs ACM
-23.7%
+44.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.7% |
| 7D | -5.2% | -5.9% | +0.7% | -4.7% |
| 30D | -0.1% | -6.2% | +6.1% | +0.4% |
| 3M | -4.3% | -7.9% | +3.6% | -3.8% |
| 6M | -8.7% | -30.6% | +21.9% | -5.5% |
| YTD | -3.5% | -33.3% | +29.8% | -0.1% |
| 1Y | +0.5% | -49.2% | +49.6% | +8.6% |
| All | +20.3% | -23.7% | +44.0% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling