+21.6%
SBUX vs ABCL
-80.4%
+102.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.2% |
| 7D | +0.2% | -2.7% | +2.9% | +0.3% |
| 30D | +19.1% | -5.4% | +24.5% | +19.2% |
| 3M | +3.6% | +22.4% | -18.8% | +1.9% |
| 6M | +5.1% | +127.6% | -122.5% | -1.7% |
| YTD | +32.9% | +249.4% | -216.5% | +19.4% |
| 1Y | +30.4% | +198.0% | -167.6% | +18.4% |
| 3Y | +13.0% | +195.8% | -182.8% | -1.6% |
| 5Y | +10.5% | -20.6% | +31.1% | -0.5% |
| All | +21.6% | -80.4% | +102.0% | +6.8% |
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