+165.5%
YUM vs ATI
+1,154.1%
-988.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -6.1% | -5.6% | -0.4% | -5.3% |
| 30D | -5.8% | -13.7% | +7.9% | -4.0% |
| 3M | -7.6% | -0.4% | -7.3% | -8.0% |
| 6M | -9.1% | +26.2% | -35.4% | -12.9% |
| YTD | -5.5% | +73.2% | -78.7% | -13.7% |
| 1Y | -3.7% | +161.6% | -165.3% | -17.6% |
| 3Y | +17.8% | +346.2% | -328.4% | -9.9% |
| 5Y | +19.3% | +1,047.6% | -1,028.4% | -23.9% |
| All | +165.5% | +1,154.1% | -988.5% | +49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling