+65.4%
SBUX vs ALC
+31.8%
+33.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.3% |
| 7D | +1.7% | +4.9% | -3.2% | -0.6% |
| 30D | +12.6% | +19.0% | -6.3% | +4.0% |
| 3M | +0.8% | +7.8% | -7.0% | -2.9% |
| 6M | +0.2% | +14.6% | -14.4% | -6.6% |
| YTD | +27.4% | -4.4% | +31.9% | +28.1% |
| 1Y | +31.5% | +1.4% | +30.1% | +28.3% |
| 3Y | +9.3% | +2.5% | +6.8% | +2.5% |
| 5Y | +1.5% | -10.9% | +12.4% | +0.8% |
| All | +65.4% | +31.8% | +33.6% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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