+152.8%
SBUX vs ADP
+319.4%
-166.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +0.2% | +0.9% | -0.8% | -0.4% |
| 30D | +19.1% | +11.9% | +7.2% | +11.9% |
| 3M | +3.6% | +13.7% | -10.1% | -3.8% |
| 6M | +5.1% | +46.8% | -41.6% | -16.2% |
| YTD | +32.9% | +21.8% | +11.1% | +16.9% |
| 1Y | +30.4% | +23.5% | +6.9% | +13.8% |
| 3Y | +13.0% | +44.1% | -31.1% | -11.0% |
| 5Y | +10.5% | +49.9% | -39.3% | -16.5% |
| 10Y | +152.8% | +318.8% | -166.0% | +13.8% |
| All | +152.8% | +319.4% | -166.6% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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