-2.7%
SBUX vs ACM
+4.8%
-7.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.5% | -2.1% |
| 7D | -3.9% | -0.3% | -3.6% | -3.8% |
| 30D | -2.8% | -12.9% | +10.1% | +1.5% |
| 3M | +8.2% | -6.4% | +14.6% | +9.6% |
| 6M | +4.3% | -29.2% | +33.5% | +17.6% |
| YTD | +23.3% | -29.9% | +53.3% | +38.7% |
| 1Y | +24.3% | -47.3% | +71.6% | +57.3% |
| 3Y | +15.5% | -19.6% | +35.1% | +16.2% |
| 5Y | -2.7% | +5.5% | -8.2% | -14.0% |
| All | -2.7% | +4.8% | -7.5% | -14.0% |
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