+9.3%
SBUX vs AXP
+117.6%
-108.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | +1.7% | +0.6% | +1.1% | +1.5% |
| 30D | +12.6% | +5.8% | +6.8% | +10.0% |
| 3M | +0.8% | -6.0% | +6.8% | +3.4% |
| 6M | +0.2% | +0.3% | -0.1% | -0.4% |
| YTD | +27.4% | -12.3% | +39.7% | +33.6% |
| 1Y | +31.5% | -11.2% | +42.7% | +36.9% |
| 3Y | +9.3% | +117.0% | -107.8% | -14.9% |
| All | +9.3% | +117.6% | -108.3% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling