+2.1%
YUM vs AMRZ
-20.1%
+22.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -6.1% | -7.5% | +1.5% | -5.1% |
| 30D | -5.8% | -12.4% | +6.6% | -4.3% |
| 3M | -7.6% | -22.4% | +14.8% | -4.8% |
| 6M | -9.1% | -29.5% | +20.4% | -5.5% |
| YTD | -5.5% | -24.1% | +18.6% | -3.0% |
| 1Y | -3.7% | -26.3% | +22.5% | -1.0% |
| All | +2.1% | -20.1% | +22.2% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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