+10,225.8%
ASML vs YUM
+4,582.3%
+5,643.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.3% |
| 7D | -0.8% | +2.1% | -2.9% | -2.1% |
| 30D | -14.9% | +11.1% | -26.0% | -19.3% |
| 3M | -13.0% | +7.3% | -20.2% | -16.7% |
| 6M | -4.7% | +6.9% | -11.6% | -9.5% |
| YTD | +42.3% | +7.9% | +34.4% | +34.4% |
| 1Y | +49.7% | +10.0% | +39.7% | +39.6% |
| 3Y | +144.3% | +36.7% | +107.6% | +102.1% |
| 5Y | +86.4% | +40.2% | +46.2% | +53.8% |
| 10Y | +1,504.8% | +210.6% | +1,294.2% | +817.2% |
| All | +10,225.8% | +4,582.3% | +5,643.4% | +1,852.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling