-6.7%
SBUX vs AJG
+74.4%
-81.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -5.5% | -8.3% | +2.8% | -2.7% |
| 30D | -8.5% | -5.7% | -2.8% | -6.7% |
| 3M | -2.9% | +9.1% | -12.0% | -6.3% |
| 6M | -1.5% | +15.2% | -16.7% | -7.3% |
| YTD | +19.4% | -6.3% | +25.7% | +21.5% |
| 1Y | +22.9% | -19.1% | +42.1% | +32.9% |
| 3Y | +11.3% | +8.2% | +3.1% | 0.0% |
| All | -6.7% | +74.4% | -81.1% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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