+8.0%
SBUX vs ACM
+3.6%
+4.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.2% | -1.4% | +2.0% |
| 7D | +4.8% | +6.9% | -2.1% | +2.4% |
| 30D | +20.6% | +19.1% | +1.5% | +13.4% |
| 3M | +4.3% | -6.9% | +11.2% | +6.4% |
| 6M | +5.5% | -12.0% | +17.5% | +9.2% |
| YTD | +32.3% | -25.1% | +57.5% | +45.5% |
| 1Y | +31.2% | -45.4% | +76.6% | +66.1% |
| 3Y | +14.8% | -6.9% | +21.7% | +7.5% |
| 5Y | +8.0% | +3.7% | +4.2% | -6.8% |
| All | +8.0% | +3.6% | +4.4% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling