+10.9%
SBUX vs ABCL
+185.8%
-174.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +1.6% | -3.3% | +4.9% | +1.7% |
| 30D | +14.8% | -7.1% | +21.9% | +15.0% |
| 3M | -0.8% | +4.7% | -5.5% | -1.4% |
| 6M | +2.2% | +140.9% | -138.6% | -3.8% |
| YTD | +29.5% | +236.0% | -206.5% | +17.6% |
| 1Y | +27.0% | +217.4% | -190.4% | +15.8% |
| 3Y | +10.9% | +188.7% | -177.8% | -7.1% |
| All | +10.9% | +185.8% | -174.9% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling