+13.4%
YUM vs ATI
+86.4%
-73.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.6% | +5.9% |
| 7D | +10.8% | +8.3% | +2.4% | +10.7% |
| 30D | +21.4% | -7.3% | +28.7% | +21.2% |
| 3M | +13.2% | -10.5% | +23.7% | +12.8% |
| 6M | +8.8% | +16.4% | -7.6% | +5.8% |
| YTD | +11.5% | +56.1% | -44.5% | +2.2% |
| 1Y | +13.4% | +86.5% | -73.1% | +0.1% |
| All | +13.4% | +86.4% | -73.0% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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