-3.7%
YUM vs ARMK
+54.5%
-58.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.2% | -5.3% | -2.6% |
| 7D | -6.1% | +3.1% | -9.2% | -6.5% |
| 30D | -5.8% | -2.8% | -3.0% | -5.4% |
| 3M | -7.6% | +7.6% | -15.2% | -9.0% |
| 6M | -9.1% | +47.9% | -57.0% | -16.0% |
| YTD | -5.5% | +60.0% | -65.5% | -15.0% |
| 1Y | -3.7% | +52.2% | -55.9% | -12.5% |
| All | -3.7% | +54.5% | -58.2% | -12.5% |
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