+154.6%
SBUX vs ARMK
+125.8%
+28.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +4.9% | -0.7% | +5.7% | +5.1% |
| 30D | +21.2% | -1.3% | +22.5% | +21.4% |
| 3M | +5.7% | -2.5% | +8.1% | +6.1% |
| 6M | +6.0% | +20.8% | -14.8% | -1.6% |
| YTD | +32.9% | +48.2% | -15.2% | +14.4% |
| 1Y | +33.3% | +45.7% | -12.5% | +15.4% |
| 3Y | +13.0% | +96.6% | -83.5% | -13.0% |
| 5Y | +8.8% | +106.6% | -97.7% | -18.9% |
| 10Y | +154.6% | +132.6% | +22.1% | +70.1% |
| All | +154.6% | +125.8% | +28.8% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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