+524.8%
FAST vs YUM
+177.1%
+347.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.8% |
| 7D | -0.4% | -5.2% | +4.7% | +1.9% |
| 30D | -6.4% | -0.1% | -6.3% | -6.7% |
| 3M | +7.1% | -4.3% | +11.3% | +8.4% |
| 6M | +7.0% | -8.7% | +15.7% | +10.4% |
| YTD | +24.1% | -3.5% | +27.6% | +24.7% |
| 1Y | +4.4% | +0.5% | +3.9% | +2.7% |
| 3Y | +93.2% | +20.5% | +72.7% | +71.4% |
| 5Y | +106.4% | +21.8% | +84.5% | +80.6% |
| All | +524.8% | +177.1% | +347.6% | +279.6% |
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