+165.5%
YUM vs ARMK
+146.1%
+19.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.2% | -5.3% | -3.0% |
| 7D | -6.1% | +3.1% | -9.2% | -6.9% |
| 30D | -5.8% | -2.8% | -3.0% | -5.2% |
| 3M | -7.6% | +7.6% | -15.2% | -9.8% |
| 6M | -9.1% | +47.9% | -57.0% | -19.3% |
| YTD | -5.5% | +60.0% | -65.5% | -18.2% |
| 1Y | -3.7% | +52.2% | -55.9% | -15.5% |
| 3Y | +17.8% | +131.4% | -113.6% | -9.9% |
| 5Y | +19.3% | +163.2% | -144.0% | -13.8% |
| All | +165.5% | +146.1% | +19.5% | +87.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling