+12.9%
SBUX vs ABCL
-81.2%
+94.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.4% | -2.4% |
| 7D | -3.9% | +1.4% | -5.3% | -4.0% |
| 30D | -2.8% | +65.1% | -67.9% | -6.2% |
| 3M | +8.2% | +111.1% | -102.9% | +2.4% |
| 6M | +4.3% | +231.6% | -227.3% | -5.2% |
| YTD | +23.3% | +234.5% | -211.2% | +11.4% |
| 1Y | +24.3% | +174.3% | -150.1% | +13.1% |
| 3Y | +15.5% | +111.5% | -96.0% | +3.0% |
| 5Y | -2.7% | -37.3% | +34.6% | -12.3% |
| All | +12.9% | -81.2% | +94.1% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling