+793.2%
ASTS vs YUM
+35.3%
+757.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -0.2% | +14.3% | +14.1% |
| 7D | +1.5% | +2.1% | -0.5% | +0.9% |
| 30D | -27.6% | +11.1% | -38.7% | -29.6% |
| 3M | -48.7% | +7.3% | -56.0% | -49.8% |
| 6M | -50.8% | +6.9% | -57.8% | -52.0% |
| YTD | -49.2% | +7.9% | -57.1% | -51.3% |
| 1Y | -46.7% | +10.0% | -56.7% | -49.7% |
| 3Y | +793.2% | +36.7% | +756.5% | +721.2% |
| All | +793.2% | +35.3% | +757.9% | +721.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling