+5,388.2%
FAST vs YUM
+4,537.5%
+850.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.3% |
| 7D | +5.0% | -4.1% | +9.1% | +6.7% |
| 30D | +8.6% | +8.4% | +0.2% | +5.0% |
| 3M | +6.9% | +6.5% | +0.4% | +3.7% |
| 6M | +29.6% | +5.3% | +24.3% | +25.8% |
| YTD | +41.4% | +6.9% | +34.5% | +36.1% |
| 1Y | +38.5% | +8.7% | +29.8% | +32.3% |
| 3Y | +98.7% | +34.1% | +64.7% | +72.0% |
| 5Y | +108.0% | +39.9% | +68.1% | +76.0% |
| 10Y | +549.3% | +213.6% | +335.7% | +287.9% |
| All | +5,388.2% | +4,537.5% | +850.7% | +1,054.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling