+726.6%
SBUX vs AG
+255.2%
+471.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | 0.0% |
| 7D | +1.6% | -10.0% | +11.5% | +2.3% |
| 30D | +14.8% | -10.5% | +25.3% | +15.6% |
| 3M | -0.8% | -27.3% | +26.5% | +1.1% |
| 6M | +2.2% | -43.0% | +45.2% | +5.5% |
| YTD | +29.5% | -17.9% | +47.4% | +29.1% |
| 1Y | +27.0% | +11.9% | +15.1% | +23.7% |
| 3Y | +10.9% | +201.8% | -190.9% | -1.8% |
| 5Y | +7.4% | -0.1% | +7.5% | +0.6% |
| 10Y | +146.3% | +72.7% | +73.6% | +110.5% |
| All | +726.6% | +255.2% | +471.4% | +373.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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