+145.0%
SBUX vs ACM
+132.6%
+12.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.4% |
| 7D | +1.6% | +5.6% | -4.1% | -0.5% |
| 30D | +14.8% | +20.8% | -6.0% | +7.0% |
| 3M | -0.8% | +11.4% | -12.2% | -5.0% |
| 6M | +2.2% | +0.9% | +1.3% | +0.4% |
| YTD | +29.5% | -24.8% | +54.3% | +41.3% |
| 1Y | +27.0% | -46.4% | +73.5% | +58.6% |
| 3Y | +10.9% | -9.2% | +20.2% | +9.4% |
| 5Y | +7.4% | +5.0% | +2.5% | -1.2% |
| All | +145.0% | +132.6% | +12.4% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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