+178.9%
YUM vs AMBA
+2.6%
+176.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.4% | -10.8% | -3.1% |
| 7D | -3.6% | +2.5% | -6.0% | -3.8% |
| 30D | +0.4% | -16.1% | +16.5% | +1.8% |
| 3M | -3.8% | +4.6% | -8.4% | -5.2% |
| 6M | -8.3% | +29.2% | -37.5% | -12.3% |
| YTD | -2.6% | -2.9% | +0.2% | -4.6% |
| 1Y | +1.5% | -18.7% | +20.2% | +0.5% |
| 3Y | +21.6% | +14.9% | +6.7% | +11.9% |
| 5Y | +23.5% | -53.0% | +76.5% | +19.3% |
| 10Y | +178.9% | +8.3% | +170.6% | +120.0% |
| All | +178.9% | +2.6% | +176.3% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling