-26.8%
AAL vs SBUX
+1,094.2%
-1,121.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.4% | -3.2% | -3.8% |
| 7D | +2.9% | +1.0% | +1.9% | +2.3% |
| 30D | +6.5% | +16.6% | -10.1% | -5.0% |
| 3M | -10.9% | -0.6% | -10.3% | -10.5% |
| 6M | +4.9% | +1.8% | +3.1% | +3.2% |
| YTD | -13.2% | +29.7% | -42.9% | -30.0% |
| 1Y | -1.1% | +26.1% | -27.2% | -18.8% |
| 3Y | +12.8% | +10.3% | +2.5% | -5.5% |
| 5Y | -34.4% | +7.6% | -42.0% | -45.1% |
| 10Y | -67.9% | +146.7% | -214.6% | -87.3% |
| All | -26.8% | +1,094.2% | -1,121.1% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBUX.
Daily Out/Under-Performance
Portfolio return minus SBUX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBUX 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 SBUX 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