+94.7%
FAST vs YUM
+23.7%
+71.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +1.3% | -1.7% | +2.9% | +1.7% |
| 30D | -4.7% | -0.8% | -3.9% | -4.7% |
| 3M | +7.9% | +1.5% | +6.5% | +7.1% |
| 6M | +7.4% | -6.1% | +13.5% | +8.9% |
| YTD | +25.1% | -0.2% | +25.3% | +24.4% |
| 1Y | +4.7% | +2.5% | +2.2% | +3.2% |
| 3Y | +94.7% | +24.6% | +70.1% | +87.1% |
| All | +94.7% | +23.7% | +71.0% | +87.1% |
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