+625.8%
NTAP vs YUM
+171.3%
+454.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.1% | +10.6% | +9.3% |
| 7D | +7.4% | -6.1% | +13.4% | +9.9% |
| 30D | -1.4% | -5.8% | +4.5% | +0.7% |
| 3M | +24.6% | -7.6% | +32.2% | +27.6% |
| 6M | +105.9% | -9.1% | +115.0% | +111.1% |
| YTD | +88.5% | -5.5% | +94.0% | +89.7% |
| 1Y | +62.1% | -3.7% | +65.8% | +60.8% |
| 3Y | +169.1% | +17.8% | +151.3% | +137.0% |
| 5Y | +141.9% | +19.3% | +122.6% | +109.7% |
| All | +625.8% | +171.3% | +454.5% | +310.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling