+864.3%
SBUX vs ACM
+230.8%
+633.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | -3.1% | -3.7% | +0.6% | -1.8% |
| 30D | -0.9% | -11.1% | +10.2% | +2.6% |
| 3M | +11.6% | -8.0% | +19.6% | +13.7% |
| 6M | +8.8% | -29.7% | +38.4% | +21.3% |
| YTD | +26.3% | -29.4% | +55.7% | +39.8% |
| 1Y | +23.1% | -46.4% | +69.6% | +49.6% |
| 3Y | +15.0% | -22.3% | +37.3% | +20.9% |
| 5Y | +0.4% | +4.5% | -4.1% | -5.9% |
| 10Y | +130.7% | +127.6% | +3.0% | +54.5% |
| All | +864.3% | +230.8% | +633.5% | +394.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling