+0.5%
SBUX vs ADVB
-88.8%
+89.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.4% | -2.3% |
| 7D | -3.9% | -14.0% | +10.1% | -3.8% |
| 30D | -2.8% | +41.0% | -43.8% | -3.0% |
| 3M | +8.2% | +127.9% | -119.7% | +6.7% |
| 6M | +4.3% | +101.3% | -97.1% | +2.3% |
| YTD | +23.3% | +53.8% | -30.4% | +21.8% |
| 1Y | +24.3% | +4.4% | +19.9% | +23.1% |
| All | +0.5% | -88.8% | +89.3% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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