+2.8%
FSLR vs YUM
-2.1%
+4.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +0.2% |
| 7D | +2.2% | -6.1% | +8.3% | +0.2% |
| 30D | -7.8% | -5.8% | -2.0% | -9.5% |
| 3M | -22.9% | -7.6% | -15.3% | -24.2% |
| 6M | +4.4% | -9.1% | +13.5% | +3.1% |
| YTD | -20.0% | -5.5% | -14.5% | -20.6% |
| 1Y | +2.8% | -3.7% | +6.5% | +5.1% |
| All | +2.8% | -2.1% | +4.9% | +5.1% |
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 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