+123.1%
ASML vs YUM
+5.3%
+117.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +2.8% |
| 7D | +6.0% | -1.7% | +7.6% | +5.8% |
| 30D | +1.4% | -0.8% | +2.2% | +1.3% |
| 3M | +1.0% | +1.5% | -0.4% | +0.8% |
| 6M | +37.0% | -6.1% | +43.1% | +37.3% |
| YTD | +65.8% | -0.2% | +66.0% | +69.7% |
| 1Y | +123.1% | +2.5% | +120.6% | +135.9% |
| All | +123.1% | +5.3% | +117.8% | +135.9% |
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