+4,173.9%
YUM vs ARWR
+30.9%
+4,142.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | -1.7% | +2.9% | -4.5% | -1.7% |
| 30D | -0.8% | -2.9% | +2.1% | -0.8% |
| 3M | +1.5% | +15.2% | -13.8% | +1.4% |
| 6M | -6.1% | +42.3% | -48.4% | -6.3% |
| YTD | -0.2% | +28.2% | -28.4% | -0.4% |
| 1Y | +2.5% | +213.2% | -210.8% | +1.8% |
| 3Y | +24.6% | +184.6% | -160.0% | +23.6% |
| 5Y | +25.7% | +29.2% | -3.6% | +24.9% |
| 10Y | +179.7% | +1,012.5% | -832.9% | +175.5% |
| All | +4,173.9% | +30.9% | +4,142.9% | +4,200.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling