+3,762.9%
ABT vs SBUX
+43,306.7%
-39,543.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | -3.7% | -3.1% | -0.5% | -3.2% |
| 30D | +2.5% | -0.9% | +3.4% | +2.6% |
| 3M | +20.2% | +11.6% | +8.6% | +17.9% |
| 6M | -2.9% | +8.8% | -11.7% | -4.6% |
| YTD | -11.9% | +26.3% | -38.2% | -15.7% |
| 1Y | -16.5% | +23.1% | -39.7% | -19.9% |
| 3Y | +12.1% | +15.0% | -2.8% | +6.7% |
| 5Y | -7.4% | +0.4% | -7.8% | -10.6% |
| 10Y | +210.7% | +130.7% | +80.0% | +160.7% |
| All | +3,762.9% | +43,306.7% | -39,543.9% | +1,806.8% |
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