+42,297.2%
SBUX vs ADM
+1,627.8%
+40,669.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.4% |
| 7D | -3.1% | +3.8% | -6.9% | -4.2% |
| 30D | -0.9% | +9.8% | -10.6% | -3.8% |
| 3M | +11.6% | +2.1% | +9.5% | +10.4% |
| 6M | +8.8% | +27.5% | -18.7% | +0.1% |
| YTD | +26.3% | +50.2% | -23.9% | +10.3% |
| 1Y | +23.1% | +40.6% | -17.5% | +9.3% |
| 3Y | +15.0% | +17.2% | -2.3% | +5.0% |
| 5Y | +0.4% | +61.9% | -61.5% | -19.1% |
| 10Y | +130.7% | +159.3% | -28.6% | +56.6% |
| All | +42,297.2% | +1,627.8% | +40,669.4% | +15,534.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling