+145.0%
SBUX vs BAH
+198.8%
-53.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.6% | +1.7% | -0.1% | +1.2% |
| 30D | +14.8% | +20.8% | -6.0% | +10.0% |
| 3M | -0.8% | +11.6% | -12.4% | -3.5% |
| 6M | +2.2% | +23.1% | -20.9% | -3.5% |
| YTD | +29.5% | +5.3% | +24.2% | +25.7% |
| 1Y | +27.0% | +6.1% | +20.9% | +22.8% |
| 3Y | +10.9% | -27.5% | +38.4% | +13.5% |
| 5Y | +7.4% | +6.2% | +1.2% | -5.6% |
| All | +145.0% | +198.8% | -53.8% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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