+128.3%
SBUX vs ADP
+270.4%
-142.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.4% |
| 7D | -6.3% | -5.7% | -0.6% | -3.2% |
| 30D | -3.9% | -3.1% | -0.8% | -2.4% |
| 3M | +3.3% | +15.6% | -12.3% | -5.5% |
| 6M | +1.4% | +20.8% | -19.4% | -10.1% |
| YTD | +21.0% | +4.7% | +16.2% | +15.9% |
| 1Y | +22.4% | -8.3% | +30.7% | +26.4% |
| 3Y | +13.2% | +13.6% | -0.3% | +1.8% |
| 5Y | -5.2% | +45.0% | -50.2% | -27.4% |
| 10Y | +128.3% | +279.0% | -150.6% | +10.5% |
| All | +128.3% | +270.4% | -142.1% | +10.5% |
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