+128.8%
SBUX vs AR
+45.1%
+83.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.5% | -2.3% |
| 7D | -3.9% | -1.8% | -2.1% | -3.8% |
| 30D | -2.8% | +12.6% | -15.4% | -3.8% |
| 3M | +8.2% | +10.0% | -1.8% | +7.3% |
| 6M | +4.3% | +0.6% | +3.6% | +3.9% |
| YTD | +23.3% | +13.4% | +9.9% | +21.6% |
| 1Y | +24.3% | +21.7% | +2.6% | +21.6% |
| 3Y | +15.5% | +45.8% | -30.4% | +10.5% |
| 5Y | -2.7% | +144.3% | -147.0% | -11.4% |
| 10Y | +128.8% | +41.8% | +87.0% | +88.0% |
| All | +128.8% | +45.1% | +83.7% | +88.0% |
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