+22.7%
YUM vs AMDL
+145.7%
-122.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.9% | -12.4% | -0.5% |
| 7D | -4.1% | +103.5% | -107.6% | -3.8% |
| 30D | +8.4% | -18.3% | +26.7% | +8.5% |
| 3M | +6.5% | +20.1% | -13.5% | +6.7% |
| 6M | +5.3% | +15.9% | -10.6% | +5.1% |
| YTD | +6.9% | +303.0% | -296.2% | +4.9% |
| 1Y | +8.7% | +164.0% | -155.2% | +7.5% |
| All | +22.7% | +145.7% | -122.9% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling