+13.4%
YUM vs AMDL
+108.7%
-95.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.7% | +4.2% | +6.0% |
| 7D | +10.8% | -30.7% | +41.5% | +9.8% |
| 30D | +21.4% | -43.8% | +65.2% | +20.0% |
| 3M | +13.2% | -24.5% | +37.7% | +13.0% |
| 6M | +8.8% | +44.7% | -35.9% | +10.0% |
| YTD | +11.5% | +204.0% | -192.4% | +16.7% |
| 1Y | +13.4% | +109.1% | -95.7% | +17.1% |
| All | +13.4% | +108.7% | -95.3% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling