+128.8%
SBUX vs ACWI
+226.0%
-97.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.9% |
| 7D | -3.9% | +1.1% | -5.0% | -5.0% |
| 30D | -2.8% | -0.2% | -2.6% | -2.7% |
| 3M | +8.2% | +4.7% | +3.5% | +2.7% |
| 6M | +4.3% | +14.5% | -10.2% | -10.3% |
| YTD | +23.3% | +14.6% | +8.7% | +5.9% |
| 1Y | +24.3% | +21.4% | +2.8% | +0.2% |
| 3Y | +15.5% | +77.6% | -62.1% | -37.9% |
| 5Y | -2.7% | +68.1% | -70.8% | -44.3% |
| 10Y | +128.8% | +226.1% | -97.3% | -31.0% |
| All | +128.8% | +226.0% | -97.1% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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