+10.6%
SBUX vs ALM
+454.9%
-444.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.2% | +7.7% | +0.7% |
| 7D | +4.9% | -6.3% | +11.3% | +5.2% |
| 30D | +21.2% | -31.4% | +52.6% | +22.7% |
| 3M | +5.7% | -40.6% | +46.3% | +7.3% |
| 6M | +6.0% | -58.6% | +64.6% | +8.6% |
| YTD | +32.9% | -7.6% | +40.5% | +31.2% |
| 1Y | +33.3% | +13.8% | +19.4% | +30.3% |
| 3Y | +13.0% | +842.1% | -829.1% | -1.9% |
| All | +10.6% | +454.9% | -444.3% | -1.6% |
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