+290.9%
YUM vs AMC
-97.5%
+388.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -3.7% | -2.8% | -0.8% | -3.6% |
| 30D | +9.2% | +14.0% | -4.8% | +9.0% |
| 3M | +11.2% | +42.5% | -31.3% | +10.7% |
| 6M | +7.7% | +142.6% | -134.9% | +6.2% |
| YTD | +7.5% | +119.2% | -111.8% | +6.0% |
| 1Y | +8.3% | +40.7% | -32.4% | +7.4% |
| 3Y | +34.8% | -57.3% | +92.1% | +34.6% |
| 5Y | +41.6% | -99.1% | +140.7% | +45.3% |
| 10Y | +215.3% | -98.7% | +314.0% | +218.6% |
| All | +290.9% | -97.5% | +388.5% | +259.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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