-5.2%
SBUX vs ADM
+67.1%
-72.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.4% | -2.3% |
| 7D | -6.3% | +1.4% | -7.6% | -6.5% |
| 30D | -3.9% | +8.2% | -12.1% | -5.2% |
| 3M | +3.3% | +8.7% | -5.4% | +1.5% |
| 6M | +1.4% | +29.1% | -27.6% | -3.8% |
| YTD | +21.0% | +53.7% | -32.7% | +10.7% |
| 1Y | +22.4% | +43.2% | -20.8% | +13.3% |
| 3Y | +13.2% | +21.4% | -8.2% | +6.0% |
| 5Y | -5.2% | +67.1% | -72.3% | -16.2% |
| All | -5.2% | +67.1% | -72.3% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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