+3.0%
SBUX vs ABCL
-21.8%
+24.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.7% | -7.4% | -1.2% |
| 7D | +1.7% | -3.2% | +4.9% | +1.8% |
| 30D | +12.6% | -7.4% | +20.0% | +13.0% |
| 3M | +0.8% | +81.9% | -81.1% | -5.3% |
| 6M | +0.2% | +135.7% | -135.5% | -9.3% |
| YTD | +27.4% | +247.4% | -219.9% | +9.4% |
| 1Y | +31.5% | +162.3% | -130.8% | +16.1% |
| 3Y | +9.3% | +165.5% | -156.2% | -9.4% |
| All | +3.0% | -21.8% | +24.8% | -9.3% |
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 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