-2.7%
SBUX vs ALM
+1,033.0%
-1,035.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.8% | -11.2% | -2.7% |
| 7D | -3.9% | +8.4% | -12.3% | -4.2% |
| 30D | -2.8% | +34.8% | -37.7% | -4.0% |
| 3M | +8.2% | +16.2% | -8.0% | +7.2% |
| 6M | +4.3% | +2.1% | +2.1% | +3.2% |
| YTD | +23.3% | +117.0% | -93.7% | +18.4% |
| 1Y | +24.3% | +313.9% | -289.6% | +15.8% |
| 3Y | +15.5% | +2,327.9% | -2,312.5% | -2.7% |
| 5Y | -2.7% | +1,040.6% | -1,043.3% | -16.2% |
| All | -2.7% | +1,033.0% | -1,035.7% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling