-5.2%
SBUX vs AA
+15.6%
-20.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | 0.0% | -1.7% |
| 7D | -6.3% | -0.6% | -5.6% | -6.2% |
| 30D | -3.9% | -1.6% | -2.3% | -3.8% |
| 3M | +3.3% | -29.8% | +33.1% | +8.2% |
| 6M | +1.4% | -16.6% | +18.1% | +2.5% |
| YTD | +21.0% | -4.0% | +25.0% | +18.9% |
| 1Y | +22.4% | +63.5% | -41.1% | +9.3% |
| 3Y | +13.2% | +86.8% | -73.5% | -4.8% |
| 5Y | -5.2% | +12.4% | -17.6% | -14.3% |
| All | -5.2% | +15.6% | -20.8% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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