-6.4%
SBUX vs AIG
+52.4%
-58.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -6.2% | -2.4% | -3.9% | -5.4% |
| 30D | -6.4% | -2.9% | -3.5% | -5.5% |
| 3M | +1.0% | +0.8% | +0.3% | +0.5% |
| 6M | -0.4% | -2.7% | +2.3% | +0.2% |
| YTD | +20.0% | -11.2% | +31.2% | +24.2% |
| 1Y | +22.8% | -1.5% | +24.3% | +21.5% |
| 3Y | +12.3% | +34.4% | -22.1% | -2.9% |
| 5Y | -6.4% | +54.4% | -60.8% | -24.4% |
| All | -6.4% | +52.4% | -58.8% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 5y: compounded portfolio wealth divided by compounded AIG 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…
5y analysis · Full analysis span regression · 6 months rolling