+154.6%
SBUX vs AR
+52.4%
+102.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.3% | 0.0% | +4.0% |
| 7D | +4.9% | -5.8% | +10.7% | +5.4% |
| 30D | +21.2% | +4.8% | +16.3% | +20.6% |
| 3M | +5.7% | +1.5% | +4.2% | +5.4% |
| 6M | +6.0% | +4.7% | +1.3% | +5.3% |
| YTD | +32.9% | +9.2% | +23.7% | +31.3% |
| 1Y | +33.3% | +11.2% | +22.1% | +31.3% |
| 3Y | +13.0% | +46.2% | -33.2% | +8.2% |
| 5Y | +8.8% | +98.1% | -89.2% | +0.6% |
| 10Y | +154.6% | +54.5% | +100.1% | +107.0% |
| All | +154.6% | +52.4% | +102.2% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling