+128.3%
SBUX vs ARMK
+134.7%
-6.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.5% |
| 7D | -6.3% | +0.3% | -6.6% | -6.4% |
| 30D | -3.9% | +2.4% | -6.2% | -4.8% |
| 3M | +3.3% | +6.1% | -2.8% | +1.0% |
| 6M | +1.4% | +41.8% | -40.3% | -10.8% |
| YTD | +21.0% | +55.5% | -34.6% | +2.7% |
| 1Y | +22.4% | +49.6% | -27.2% | +5.3% |
| 3Y | +13.2% | +122.8% | -109.6% | -16.4% |
| 5Y | -5.2% | +151.0% | -156.2% | -33.6% |
| 10Y | +128.3% | +137.9% | -9.6% | +50.5% |
| All | +128.3% | +134.7% | -6.4% | +50.5% |
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