-49.2%
ASTS vs YUM
+15.9%
-65.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.9% | -10.0% | -2.3% |
| 7D | -15.8% | +10.8% | -26.5% | -13.2% |
| 30D | -39.0% | +21.4% | -60.5% | -35.8% |
| 3M | -49.3% | +13.2% | -62.5% | -47.4% |
| 6M | -47.9% | +8.8% | -56.7% | -46.1% |
| YTD | -51.0% | +11.5% | -62.5% | -49.8% |
| 1Y | -49.2% | +13.4% | -62.5% | -48.3% |
| All | -49.2% | +15.9% | -65.1% | -48.3% |
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