+1,218.1%
SBUX vs ALNY
+3,957.5%
-2,739.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.2% | -0.4% |
| 7D | -6.2% | -6.4% | +0.2% | -5.5% |
| 30D | -6.4% | +11.9% | -18.3% | -7.7% |
| 3M | +1.0% | -15.0% | +16.1% | +2.0% |
| 6M | -0.4% | -23.2% | +22.8% | +1.6% |
| YTD | +20.0% | -37.8% | +57.7% | +25.2% |
| 1Y | +22.8% | -47.3% | +70.0% | +30.5% |
| 3Y | +12.3% | +22.9% | -10.6% | +5.3% |
| 5Y | -6.4% | +30.6% | -37.0% | -15.2% |
| 10Y | +126.5% | +254.6% | -128.2% | +65.6% |
| All | +1,218.1% | +3,957.5% | -2,739.4% | +580.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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