+128.8%
SBUX vs ACGL
+263.8%
-135.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | +0.1% | -1.4% |
| 7D | -3.9% | -2.9% | -1.0% | -2.8% |
| 30D | -2.8% | -2.8% | 0.0% | -1.8% |
| 3M | +8.2% | +6.8% | +1.4% | +5.2% |
| 6M | +4.3% | -1.5% | +5.8% | +4.2% |
| YTD | +23.3% | -0.2% | +23.6% | +22.3% |
| 1Y | +24.3% | +5.3% | +19.0% | +20.2% |
| 3Y | +15.5% | +30.3% | -14.8% | -1.8% |
| 5Y | -2.7% | +151.8% | -154.5% | -41.3% |
| 10Y | +128.8% | +266.9% | -138.0% | +17.9% |
| All | +128.8% | +263.8% | -135.0% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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