+8.0%
SBUX vs ADP
+48.1%
-40.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.0% |
| 7D | +4.8% | +1.1% | +3.7% | +4.3% |
| 30D | +20.6% | +11.5% | +9.1% | +14.3% |
| 3M | +4.3% | +12.0% | -7.8% | -1.7% |
| 6M | +5.5% | +43.8% | -38.3% | -13.2% |
| YTD | +32.3% | +20.1% | +12.3% | +19.6% |
| 1Y | +31.2% | +22.3% | +8.9% | +17.2% |
| 3Y | +14.8% | +43.3% | -28.5% | -7.6% |
| 5Y | +8.0% | +47.3% | -39.4% | -18.0% |
| All | +8.0% | +48.1% | -40.1% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling