+165.5%
YUM vs ARWR
+1,081.9%
-916.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -6.1% | -4.0% | -2.0% | -5.8% |
| 30D | -5.8% | -5.0% | -0.8% | -5.6% |
| 3M | -7.6% | +11.3% | -19.0% | -8.5% |
| 6M | -9.1% | +42.6% | -51.7% | -11.6% |
| YTD | -5.5% | +24.8% | -30.3% | -7.5% |
| 1Y | -3.7% | +178.8% | -182.5% | -11.1% |
| 3Y | +17.8% | +183.3% | -165.5% | +5.3% |
| 5Y | +19.3% | +29.5% | -10.2% | +9.5% |
| All | +165.5% | +1,081.9% | -916.3% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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