+308.6%
YUM vs AMBA
+831.3%
-522.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.3% |
| 7D | -3.7% | +2.6% | -6.2% | -4.0% |
| 30D | +9.2% | -3.6% | +12.8% | +9.3% |
| 3M | +11.2% | -24.6% | +35.8% | +13.5% |
| 6M | +7.7% | -21.6% | +29.3% | +7.9% |
| YTD | +7.5% | -11.8% | +19.2% | +5.8% |
| 1Y | +8.3% | -33.2% | +41.5% | +9.3% |
| 3Y | +34.8% | +24.5% | +10.3% | +23.1% |
| 5Y | +41.6% | -67.7% | +109.3% | +42.3% |
| 10Y | +215.3% | +4.7% | +210.6% | +162.9% |
| All | +308.6% | +831.3% | -522.7% | +157.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling