+22.8%
SBUX vs ALM
+279.2%
-256.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.6% | +8.8% | -0.6% |
| 7D | -6.2% | -7.1% | +0.9% | -6.1% |
| 30D | -6.4% | +24.7% | -31.1% | -7.1% |
| 3M | +1.0% | +8.3% | -7.3% | +0.5% |
| 6M | -0.4% | -22.2% | +21.8% | -0.6% |
| YTD | +20.0% | +88.1% | -68.1% | +16.5% |
| 1Y | +22.8% | +272.4% | -249.6% | +16.0% |
| All | +22.8% | +279.2% | -256.4% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling