+5.7%
SBUX vs ADVB
-95.9%
+101.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +42.7% | -45.1% | -2.4% |
| 7D | +1.0% | +74.2% | -73.2% | +0.9% |
| 30D | +16.6% | -35.9% | +52.4% | +16.9% |
| 3M | -0.6% | -56.4% | +55.9% | -0.2% |
| 6M | +1.8% | -36.7% | +38.5% | +1.3% |
| YTD | +29.7% | -43.3% | +73.0% | +28.6% |
| 1Y | +26.1% | -63.4% | +89.4% | +26.6% |
| All | +5.7% | -95.9% | +101.6% | +23.3% |
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