+867.1%
SBUX vs BAH
+1,084.3%
-217.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.3% |
| 7D | +4.9% | +0.5% | +4.5% | +4.8% |
| 30D | +21.2% | +18.2% | +2.9% | +16.6% |
| 3M | +5.7% | +13.1% | -7.4% | +2.4% |
| 6M | +6.0% | +15.2% | -9.2% | +1.6% |
| YTD | +32.9% | +6.0% | +26.9% | +28.8% |
| 1Y | +33.3% | +3.1% | +30.2% | +29.7% |
| 3Y | +13.0% | -26.2% | +39.2% | +15.4% |
| 5Y | +8.8% | +9.3% | -0.5% | -2.1% |
| 10Y | +154.6% | +212.3% | -57.7% | +75.4% |
| All | +867.1% | +1,084.3% | -217.1% | +377.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling