+9,621.9%
ASML vs YUM
+4,589.9%
+5,032.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.0% | +8.0% | +6.4% |
| 7D | -9.0% | +3.7% | -12.7% | -10.8% |
| 30D | -21.0% | +14.8% | -35.8% | -26.2% |
| 3M | -16.3% | +6.4% | -22.6% | -19.6% |
| 6M | -7.5% | +4.3% | -11.8% | -11.2% |
| YTD | +34.0% | +8.1% | +25.9% | +26.4% |
| 1Y | +39.3% | +11.3% | +28.0% | +29.2% |
| 3Y | +128.9% | +35.1% | +93.7% | +90.4% |
| 5Y | +76.1% | +39.9% | +36.2% | +45.4% |
| 10Y | +1,428.4% | +221.9% | +1,206.5% | +760.3% |
| All | +9,621.9% | +4,589.9% | +5,032.0% | +1,736.7% |
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