+165.5%
YUM vs AMCR
+14.6%
+150.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.6% |
| 7D | -6.1% | -6.3% | +0.2% | -4.1% |
| 30D | -5.8% | -7.8% | +2.0% | -3.4% |
| 3M | -7.6% | +7.5% | -15.2% | -10.1% |
| 6M | -9.1% | +2.7% | -11.8% | -10.8% |
| YTD | -5.5% | +6.0% | -11.6% | -8.8% |
| 1Y | -3.7% | +7.8% | -11.5% | -7.7% |
| 3Y | +17.8% | +5.8% | +12.0% | +11.3% |
| 5Y | +19.3% | -11.6% | +30.9% | +19.2% |
| All | +165.5% | +14.6% | +150.9% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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