+818.9%
SBUX vs BAH
+886.2%
-67.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | -3.1% | -3.2% | +0.1% | -2.4% |
| 30D | -0.9% | +2.0% | -2.9% | -1.4% |
| 3M | +11.6% | -7.6% | +19.2% | +13.1% |
| 6M | +8.8% | -5.7% | +14.5% | +9.1% |
| YTD | +26.3% | -11.7% | +38.0% | +27.9% |
| 1Y | +23.1% | -27.4% | +50.5% | +30.0% |
| 3Y | +15.0% | -32.5% | +47.5% | +19.2% |
| 5Y | +0.4% | -3.3% | +3.7% | -7.6% |
| 10Y | +130.7% | +186.0% | -55.3% | +62.3% |
| All | +818.9% | +886.2% | -67.3% | +373.9% |
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 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