+808.9%
YUM vs ACM
+228.1%
+580.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | -0.8% | -12.9% | +12.1% | +2.7% |
| 3M | +1.5% | -6.4% | +7.8% | +2.6% |
| 6M | -6.1% | -29.2% | +23.1% | +2.6% |
| YTD | -0.2% | -29.9% | +29.7% | +8.6% |
| 1Y | +2.5% | -47.3% | +49.7% | +20.8% |
| 3Y | +24.6% | -19.6% | +44.2% | +27.0% |
| 5Y | +25.7% | +5.5% | +20.1% | +16.4% |
| 10Y | +179.7% | +129.7% | +50.0% | +92.0% |
| All | +808.9% | +228.1% | +580.8% | +389.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling