+13.4%
YUM vs ARMK
+41.1%
-27.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.2% | +10.1% | +6.3% |
| 7D | +10.8% | -5.8% | +16.6% | +11.4% |
| 30D | +21.4% | -5.3% | +26.7% | +22.0% |
| 3M | +13.2% | -6.7% | +19.9% | +13.7% |
| 6M | +8.8% | +17.4% | -8.6% | +4.1% |
| YTD | +11.5% | +43.0% | -31.5% | +0.3% |
| 1Y | +13.4% | +40.3% | -27.0% | +2.7% |
| All | +13.4% | +41.1% | -27.7% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1y: compounded portfolio wealth divided by compounded ARMK 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…
1y analysis · Full analysis span regression · 6 months rolling