+129.1%
ASML vs YUM
+5.7%
+123.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.0% |
| 7D | +1.1% | -2.0% | +3.2% | +0.9% |
| 30D | +2.2% | -1.1% | +3.3% | +2.2% |
| 3M | -2.3% | +1.8% | -4.1% | -2.5% |
| 6M | +23.0% | -4.7% | +27.7% | +23.5% |
| YTD | +61.1% | +0.6% | +60.5% | +64.8% |
| 1Y | +129.1% | +6.4% | +122.7% | +144.9% |
| All | +129.1% | +5.7% | +123.4% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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