+2,973.5%
YUM vs ATI
+1,097.9%
+1,875.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -1.7% | +3.2% | -4.8% | -2.2% |
| 30D | -0.8% | -9.0% | +8.2% | +0.6% |
| 3M | +1.5% | +15.1% | -13.6% | -1.5% |
| 6M | -6.1% | +38.1% | -44.2% | -12.1% |
| YTD | -0.2% | +80.7% | -80.9% | -11.0% |
| 1Y | +2.5% | +167.5% | -165.0% | -15.0% |
| 3Y | +24.6% | +366.0% | -341.4% | -9.2% |
| 5Y | +25.7% | +1,088.8% | -1,063.1% | -24.8% |
| 10Y | +179.7% | +1,055.0% | -875.3% | +47.5% |
| All | +2,973.5% | +1,097.9% | +1,875.6% | +1,093.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling