+39,971.8%
SBUX vs AJG
+11,738.0%
+28,233.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -5.5% | -8.3% | +2.8% | -2.5% |
| 30D | -8.5% | -5.7% | -2.8% | -6.6% |
| 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% | +20.4% |
| 1Y | +22.9% | -19.1% | +42.1% | +30.4% |
| 3Y | +11.3% | +8.2% | +3.1% | +4.5% |
| 5Y | -6.9% | +75.6% | -82.5% | -27.1% |
| 10Y | +125.4% | +471.1% | -345.7% | +17.8% |
| All | +39,971.8% | +11,738.0% | +28,233.8% | +9,436.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling