+108.4%
FSLR vs YUM
+21.6%
+86.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.3% |
| 7D | -0.1% | -5.2% | +5.1% | +1.8% |
| 30D | -14.0% | -0.1% | -13.9% | -14.3% |
| 3M | -16.9% | -4.3% | -12.6% | -16.3% |
| 6M | +4.7% | -8.7% | +13.5% | +7.1% |
| YTD | -20.7% | -3.5% | -17.2% | -21.5% |
| 1Y | +1.7% | +0.5% | +1.2% | -2.2% |
| 3Y | +13.1% | +20.5% | -7.4% | -5.4% |
| 5Y | +108.4% | +21.8% | +86.6% | +69.8% |
| All | +108.4% | +21.6% | +86.8% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling