+1.6%
SBUX vs ABCL
-41.3%
+42.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | -3.1% | +0.7% | -3.8% | -3.2% |
| 30D | -0.9% | +93.1% | -94.0% | -6.6% |
| 3M | +11.6% | +79.4% | -67.8% | +5.2% |
| 6M | +8.8% | +214.9% | -206.1% | -3.6% |
| YTD | +26.3% | +234.2% | -207.9% | +10.4% |
| 1Y | +23.1% | +174.8% | -151.6% | +8.6% |
| 3Y | +15.0% | +104.5% | -89.5% | -0.3% |
| All | +1.6% | -41.3% | +42.8% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling