-27.8%
AAL vs SBUX
+1,063.2%
-1,091.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +2.2% |
| 7D | -3.7% | -3.1% | -0.6% | -1.4% |
| 30D | -20.8% | -0.9% | -19.9% | -20.4% |
| 3M | -1.3% | +11.6% | -12.9% | -9.3% |
| 6M | +5.4% | +8.8% | -3.4% | -2.6% |
| YTD | -14.4% | +26.3% | -40.7% | -29.6% |
| 1Y | +2.1% | +23.1% | -21.0% | -15.2% |
| 3Y | -10.6% | +15.0% | -25.5% | -28.2% |
| 5Y | -32.2% | +0.4% | -32.6% | -40.4% |
| 10Y | -62.7% | +130.7% | -193.4% | -84.5% |
| All | -27.8% | +1,063.2% | -1,091.0% | -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