+41,298.9%
SBUX vs ADP
+5,994.5%
+35,304.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -0.5% |
| 7D | -3.9% | -5.5% | +1.6% | -1.0% |
| 30D | -2.8% | -1.2% | -1.6% | -2.4% |
| 3M | +8.2% | +17.9% | -9.7% | -1.6% |
| 6M | +4.3% | +20.3% | -16.1% | -6.9% |
| YTD | +23.3% | +5.8% | +17.5% | +17.5% |
| 1Y | +24.3% | -7.7% | +32.0% | +27.1% |
| 3Y | +15.5% | +14.7% | +0.7% | +3.9% |
| 5Y | -2.7% | +45.8% | -48.5% | -23.8% |
| 10Y | +128.8% | +270.5% | -141.7% | +6.4% |
| All | +41,298.9% | +5,994.5% | +35,304.3% | +4,785.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling