+538.9%
ASTS vs YUM
+62.4%
+476.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.4% | -3.2% | -5.0% |
| 7D | 0.0% | -3.6% | +3.6% | +1.0% |
| 30D | -9.2% | +0.4% | -9.6% | -9.5% |
| 3M | -29.6% | -3.8% | -25.9% | -29.2% |
| 6M | -30.5% | -8.3% | -22.2% | -29.2% |
| YTD | -14.1% | -2.6% | -11.4% | -14.5% |
| 1Y | +69.1% | +1.5% | +67.6% | +65.0% |
| 3Y | +1,525.5% | +21.6% | +1,503.9% | +1,405.5% |
| 5Y | +425.9% | +23.5% | +402.4% | +375.5% |
| All | +538.9% | +62.4% | +476.5% | +470.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling