+4,169.5%
SBUX vs ATI
+1,117.2%
+3,052.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -1.9% |
| 7D | -3.1% | -0.1% | -3.1% | -3.2% |
| 30D | -0.9% | +2.7% | -3.6% | -1.6% |
| 3M | +11.6% | +16.3% | -4.7% | +7.5% |
| 6M | +8.8% | +30.2% | -21.4% | +1.6% |
| YTD | +26.3% | +83.6% | -57.2% | +9.6% |
| 1Y | +23.1% | +173.0% | -149.9% | -2.3% |
| 3Y | +15.0% | +356.6% | -341.7% | -20.2% |
| 5Y | +0.4% | +1,074.2% | -1,073.8% | -44.5% |
| 10Y | +130.7% | +1,136.2% | -1,005.5% | +9.0% |
| All | +4,169.5% | +1,117.2% | +3,052.4% | +1,456.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling