+128.8%
SBUX vs AVAV
+516.1%
-387.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.2% | -2.6% |
| 7D | -3.9% | +3.2% | -7.1% | -4.2% |
| 30D | -2.8% | -20.3% | +17.5% | -0.7% |
| 3M | +8.2% | -19.4% | +27.6% | +9.7% |
| 6M | +4.3% | -35.3% | +39.5% | +7.5% |
| YTD | +23.3% | -38.5% | +61.8% | +26.4% |
| 1Y | +24.3% | -37.2% | +61.5% | +25.8% |
| 3Y | +15.5% | +31.1% | -15.7% | +2.3% |
| 5Y | -2.7% | +41.0% | -43.7% | -17.4% |
| 10Y | +128.8% | +508.8% | -379.9% | +59.3% |
| All | +128.8% | +516.1% | -387.2% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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