+152.8%
SBUX vs ALM
+2,084.7%
-1,932.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +0.2% | -7.2% | +7.3% | +0.4% |
| 30D | +19.1% | -26.4% | +45.4% | +20.2% |
| 3M | +3.6% | -38.6% | +42.2% | +5.1% |
| 6M | +5.1% | -61.0% | +66.1% | +7.8% |
| YTD | +32.9% | -7.4% | +40.2% | +31.4% |
| 1Y | +30.4% | +14.0% | +16.4% | +27.9% |
| 3Y | +13.0% | +844.4% | -831.5% | +0.3% |
| 5Y | +10.5% | +410.8% | -400.3% | -1.0% |
| 10Y | +152.8% | +2,084.7% | -1,932.0% | +107.5% |
| All | +152.8% | +2,084.7% | -1,932.0% | +107.5% |
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