+4,070.4%
YUM vs AME
+8,180.3%
-4,109.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -3.6% | +1.3% | -4.9% | -4.0% |
| 30D | +0.4% | -6.6% | +7.0% | +2.8% |
| 3M | -3.8% | +3.0% | -6.8% | -5.3% |
| 6M | -8.3% | +5.3% | -13.6% | -10.7% |
| YTD | -2.6% | +15.4% | -18.1% | -8.6% |
| 1Y | +1.5% | +26.8% | -25.3% | -8.3% |
| 3Y | +21.6% | +56.5% | -34.9% | -0.3% |
| 5Y | +23.5% | +85.2% | -61.7% | -5.7% |
| 10Y | +178.9% | +428.5% | -249.6% | +42.3% |
| All | +4,070.4% | +8,180.3% | -4,109.9% | +904.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling