+128.8%
SBUX vs AXP
+465.7%
-336.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.3% |
| 7D | -3.9% | +0.6% | -4.5% | -4.2% |
| 30D | -2.8% | -4.3% | +1.5% | -0.8% |
| 3M | +8.2% | +4.7% | +3.5% | +5.5% |
| 6M | +4.3% | +9.0% | -4.7% | -0.4% |
| YTD | +23.3% | -11.1% | +34.5% | +29.0% |
| 1Y | +24.3% | +1.3% | +23.0% | +21.7% |
| 3Y | +15.5% | +114.5% | -99.0% | -22.3% |
| 5Y | -2.7% | +118.0% | -120.7% | -37.0% |
| 10Y | +128.8% | +464.9% | -336.1% | -0.4% |
| All | +128.8% | +465.7% | -336.8% | -0.4% |
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