+20.3%
YUM vs AME
+54.6%
-34.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -0.1% | -8.6% | +8.5% | +1.3% |
| 3M | -4.3% | +5.8% | -10.1% | -5.5% |
| 6M | -8.7% | +3.8% | -12.5% | -9.8% |
| YTD | -3.5% | +14.4% | -17.9% | -6.5% |
| 1Y | +0.5% | +25.8% | -25.3% | -4.6% |
| All | +20.3% | +54.6% | -34.3% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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