+14.6%
YUM vs AMDL
+117.8%
-103.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.7% | -12.5% | -0.8% |
| 7D | -1.7% | +19.9% | -21.6% | -1.7% |
| 30D | -0.8% | +6.3% | -7.1% | -0.8% |
| 3M | +1.5% | -9.9% | +11.3% | +1.3% |
| 6M | -6.1% | +394.3% | -400.4% | -8.1% |
| YTD | -0.2% | +257.3% | -257.5% | -2.2% |
| 1Y | +2.5% | +508.5% | -506.1% | -2.2% |
| All | +14.6% | +117.8% | -103.2% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling