+762.0%
FSLR vs YUM
+869.7%
-107.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.8% |
| 7D | +6.8% | -1.7% | +8.5% | +7.8% |
| 30D | -14.7% | -0.8% | -13.9% | -14.8% |
| 3M | -22.6% | +1.5% | -24.0% | -24.5% |
| 6M | +12.7% | -6.1% | +18.8% | +14.2% |
| YTD | -18.4% | -0.2% | -18.1% | -20.7% |
| 1Y | +4.9% | +2.5% | +2.5% | -0.6% |
| 3Y | +16.4% | +24.6% | -8.2% | -4.1% |
| 5Y | +123.5% | +25.7% | +97.8% | +81.6% |
| 10Y | +454.3% | +179.7% | +274.6% | +148.2% |
| All | +762.0% | +869.7% | -107.7% | +12.2% |
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