+11.1%
SBUX vs AWK
+29.7%
-18.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.4% |
| 7D | +1.0% | -2.6% | +3.6% | +1.1% |
| 30D | +16.6% | +14.2% | +2.4% | +16.2% |
| 3M | -0.6% | +10.0% | -10.6% | -0.9% |
| 6M | +1.8% | +17.1% | -15.3% | +1.5% |
| YTD | +29.7% | +16.1% | +13.6% | +29.4% |
| 1Y | +26.1% | +17.5% | +8.5% | +25.7% |
| All | +11.1% | +29.7% | -18.6% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling