+123.9%
SBUX vs ATI
+1,154.1%
-1,030.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -5.5% | -5.6% | +0.2% | -4.4% |
| 30D | -8.5% | -13.7% | +5.3% | -5.9% |
| 3M | -2.9% | -0.4% | -2.5% | -3.3% |
| 6M | -1.5% | +26.2% | -27.8% | -7.1% |
| YTD | +19.4% | +73.2% | -53.8% | +5.5% |
| 1Y | +22.9% | +161.6% | -138.7% | -0.6% |
| 3Y | +11.3% | +346.2% | -334.9% | -21.2% |
| 5Y | -6.9% | +1,047.6% | -1,054.5% | -46.2% |
| All | +123.9% | +1,154.1% | -1,030.2% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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