+69.1%
ASTS vs YUM
+0.2%
+68.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.4% | -3.2% | -6.3% |
| 7D | 0.0% | -3.6% | +3.6% | -1.1% |
| 30D | -9.2% | +0.4% | -9.6% | -9.1% |
| 3M | -29.6% | -3.8% | -25.9% | -30.1% |
| 6M | -30.5% | -8.3% | -22.2% | -31.7% |
| YTD | -14.1% | -2.6% | -11.4% | -14.0% |
| 1Y | +69.1% | +1.5% | +67.6% | +75.8% |
| All | +69.1% | +0.2% | +68.9% | +75.8% |
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