+44,314.2%
SBUX vs ADP
+6,814.1%
+37,500.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.0% |
| 7D | +4.8% | +1.1% | +3.7% | +4.2% |
| 30D | +20.6% | +11.5% | +9.1% | +13.7% |
| 3M | +4.3% | +12.0% | -7.8% | -2.3% |
| 6M | +5.5% | +43.8% | -38.3% | -14.2% |
| YTD | +32.3% | +20.1% | +12.3% | +17.6% |
| 1Y | +31.2% | +22.3% | +8.9% | +15.4% |
| 3Y | +14.8% | +43.3% | -28.5% | -8.1% |
| 5Y | +8.0% | +47.3% | -39.4% | -15.9% |
| 10Y | +148.7% | +313.7% | -165.0% | +8.8% |
| All | +44,314.2% | +6,814.1% | +37,500.1% | +4,790.6% |
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