+310.2%
SBUX vs ALM
+7,705.7%
-7,395.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | -3.1% | -2.6% | -0.5% | -3.1% |
| 30D | -0.9% | +32.0% | -32.9% | -1.0% |
| 3M | +11.6% | -15.0% | +26.6% | +11.6% |
| 6M | +8.8% | -10.1% | +18.9% | +8.7% |
| YTD | +26.3% | +99.4% | -73.1% | +25.9% |
| 1Y | +23.1% | +316.4% | -293.2% | +22.3% |
| 3Y | +15.0% | +2,022.0% | -2,007.0% | +13.3% |
| 5Y | +0.4% | +941.2% | -940.8% | -0.9% |
| 10Y | +130.7% | +2,950.3% | -2,819.7% | +126.4% |
| All | +310.2% | +7,705.7% | -7,395.5% | +297.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling