+7.3%
SBUX vs ACGL
+173.3%
-166.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +1.6% | +2.2% | -0.6% | +1.1% |
| 30D | +14.8% | +12.3% | +2.5% | +11.8% |
| 3M | -0.8% | +11.8% | -12.6% | -3.3% |
| 6M | +2.2% | +17.5% | -15.2% | -1.6% |
| YTD | +29.5% | +14.3% | +15.2% | +24.9% |
| 1Y | +27.0% | +18.2% | +8.9% | +21.5% |
| 3Y | +10.9% | +33.2% | -22.2% | +0.8% |
| All | +7.3% | +173.3% | -166.0% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling