+40.0%
YUM vs AMBA
-69.1%
+109.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.3% |
| 7D | +2.0% | -2.7% | +4.7% | +2.1% |
| 30D | +10.6% | -10.5% | +21.1% | +11.3% |
| 3M | +10.8% | -26.4% | +37.2% | +12.7% |
| 6M | +6.5% | -20.9% | +27.4% | +6.6% |
| YTD | +7.5% | -14.8% | +22.3% | +6.3% |
| 1Y | +10.2% | -36.1% | +46.2% | +11.5% |
| 3Y | +34.8% | +20.2% | +14.6% | +22.8% |
| 5Y | +40.0% | -67.2% | +107.3% | +36.3% |
| All | +40.0% | -69.1% | +109.2% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling