+154.6%
SBUX vs AXP
+435.0%
-280.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.6% |
| 7D | +4.9% | -0.6% | +5.6% | +5.3% |
| 30D | +21.2% | +5.0% | +16.2% | +18.5% |
| 3M | +5.7% | -4.2% | +9.9% | +7.7% |
| 6M | +6.0% | +2.9% | +3.1% | +4.0% |
| YTD | +32.9% | -11.6% | +44.5% | +39.3% |
| 1Y | +33.3% | -11.1% | +44.4% | +39.1% |
| 3Y | +13.0% | +116.7% | -103.7% | -24.6% |
| 5Y | +8.8% | +89.6% | -80.8% | -24.7% |
| 10Y | +154.6% | +428.4% | -273.8% | +8.6% |
| All | +154.6% | +435.0% | -280.4% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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