+282.4%
YUM vs AMBA
+837.3%
-554.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -2.0% | -11.0% | +8.9% | -1.1% |
| 30D | -1.1% | -23.2% | +22.1% | +1.1% |
| 3M | +1.8% | -12.7% | +14.5% | +1.8% |
| 6M | -4.7% | +11.2% | -16.0% | -7.5% |
| YTD | +0.6% | -11.2% | +11.8% | -0.6% |
| 1Y | +6.4% | -22.5% | +28.9% | +5.8% |
| 3Y | +22.6% | -1.3% | +23.9% | +15.2% |
| 5Y | +26.0% | -54.2% | +80.1% | +22.3% |
| 10Y | +174.6% | -6.1% | +180.7% | +131.9% |
| All | +282.4% | +837.3% | -554.8% | +141.9% |
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