-6.7%
SBUX vs AUR
-35.1%
+28.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | -5.5% | +1.4% | -6.9% | -5.6% |
| 30D | -8.5% | -6.4% | -2.1% | -8.1% |
| 3M | -2.9% | +7.7% | -10.6% | -3.9% |
| 6M | -1.5% | +44.5% | -46.0% | -5.3% |
| YTD | +19.4% | +67.4% | -48.1% | +13.2% |
| 1Y | +22.9% | +15.4% | +7.5% | +19.6% |
| 3Y | +11.3% | +94.8% | -83.6% | -1.8% |
| All | -6.7% | -35.1% | +28.3% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 5y: compounded portfolio wealth divided by compounded AUR 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…
5y analysis · Full analysis span regression · 6 months rolling