+125.0%
SBUX vs AWK
+135.6%
-10.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -6.2% | -0.7% | -5.5% | -6.0% |
| 30D | -6.4% | +2.8% | -9.2% | -7.4% |
| 3M | +1.0% | +11.3% | -10.3% | -2.8% |
| 6M | -0.4% | +6.7% | -7.1% | -3.0% |
| YTD | +20.0% | +9.4% | +10.6% | +15.4% |
| 1Y | +22.8% | +3.7% | +19.0% | +20.0% |
| 3Y | +12.3% | +9.2% | +3.1% | +4.6% |
| 5Y | -6.4% | -15.7% | +9.3% | -3.7% |
| All | +125.0% | +135.6% | -10.6% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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