+133.9%
ASML vs YUM
+36.2%
+97.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.2% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | -9.3% | +10.0% | -19.2% | -10.4% |
| 3M | -19.0% | +7.5% | -26.5% | -19.7% |
| 6M | -5.2% | +8.8% | -14.0% | -6.8% |
| YTD | +40.6% | +8.2% | +32.4% | +38.6% |
| 1Y | +47.5% | +9.8% | +37.7% | +44.7% |
| 3Y | +133.9% | +36.4% | +97.4% | +104.4% |
| All | +133.9% | +36.2% | +97.6% | +104.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling