+7.3%
SBUX vs ALK
-31.3%
+38.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | +1.6% | -1.2% | +2.8% | +1.9% |
| 30D | +14.8% | +7.7% | +7.1% | +12.3% |
| 3M | -0.8% | -19.0% | +18.2% | +4.5% |
| 6M | +2.2% | -0.2% | +2.4% | +0.1% |
| YTD | +29.5% | -23.5% | +53.0% | +35.1% |
| 1Y | +27.0% | -9.1% | +36.1% | +25.1% |
| 3Y | +10.9% | +12.0% | -1.1% | -5.7% |
| All | +7.3% | -31.3% | +38.6% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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