+169.1%
YUM vs FTAI
+2,443.2%
-2,274.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.4% | -2.4% |
| 7D | -6.1% | -5.2% | -0.9% | -5.6% |
| 30D | -5.8% | -17.9% | +12.1% | -4.1% |
| 3M | -7.6% | -22.7% | +15.1% | -5.7% |
| 6M | -9.1% | -28.0% | +18.9% | -7.3% |
| YTD | -5.5% | -5.0% | -0.6% | -7.0% |
| 1Y | -3.7% | +10.4% | -14.1% | -7.4% |
| 3Y | +17.8% | +425.2% | -407.4% | -16.6% |
| 5Y | +19.3% | +890.3% | -871.1% | -26.3% |
| 10Y | +170.7% | +3,106.5% | -2,935.8% | +35.7% |
| All | +169.1% | +2,443.2% | -2,274.0% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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