+267.6%
SBUX vs ALLY
+98.1%
+169.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | +1.7% | +0.9% | +0.8% | +1.4% |
| 30D | +12.6% | +3.1% | +9.6% | +11.6% |
| 3M | +0.8% | -12.6% | +13.4% | +5.0% |
| 6M | +0.2% | -12.4% | +12.6% | +3.9% |
| YTD | +27.4% | -13.2% | +40.6% | +32.0% |
| 1Y | +31.5% | +1.8% | +29.7% | +29.4% |
| 3Y | +9.3% | +58.0% | -48.7% | -9.3% |
| 5Y | +1.5% | -8.4% | +9.9% | -3.2% |
| 10Y | +147.9% | +195.3% | -47.4% | +55.2% |
| All | +267.6% | +98.1% | +169.6% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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