+13.0%
SBUX vs BAH
-25.7%
+38.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.4% |
| 7D | +4.9% | +0.5% | +4.5% | +4.9% |
| 30D | +21.2% | +18.2% | +2.9% | +19.5% |
| 3M | +5.7% | +13.1% | -7.4% | +4.5% |
| 6M | +6.0% | +15.2% | -9.2% | +4.4% |
| YTD | +32.9% | +6.0% | +26.9% | +31.6% |
| 1Y | +33.3% | +3.1% | +30.2% | +32.1% |
| 3Y | +13.0% | -26.2% | +39.2% | +12.5% |
| All | +13.0% | -25.7% | +38.7% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling