+143.4%
NTAP vs YUM
+19.0%
+124.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.1% | +10.6% | +9.1% |
| 7D | +7.4% | -6.1% | +13.4% | +9.1% |
| 30D | -1.4% | -5.8% | +4.5% | 0.0% |
| 3M | +24.6% | -7.6% | +32.2% | +26.6% |
| 6M | +105.9% | -9.1% | +115.0% | +109.7% |
| YTD | +88.5% | -5.5% | +94.0% | +89.0% |
| 1Y | +62.1% | -3.7% | +65.8% | +60.7% |
| 3Y | +169.1% | +17.8% | +151.3% | +134.8% |
| All | +143.4% | +19.0% | +124.4% | +106.4% |
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 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