+125.0%
SBUX vs ALM
+2,776.7%
-2,651.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.6% | +8.8% | -0.5% |
| 7D | -6.2% | -7.1% | +0.9% | -6.0% |
| 30D | -6.4% | +24.7% | -31.1% | -7.3% |
| 3M | +1.0% | +8.3% | -7.3% | +0.4% |
| 6M | -0.4% | -22.2% | +21.8% | -0.4% |
| YTD | +20.0% | +88.1% | -68.1% | +16.0% |
| 1Y | +22.8% | +272.4% | -249.6% | +15.3% |
| 3Y | +12.3% | +2,004.1% | -1,991.8% | -3.3% |
| 5Y | -6.4% | +915.8% | -922.2% | -18.1% |
| All | +125.0% | +2,776.7% | -2,651.8% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling