+11.3%
SBUX vs JAAA
+19.0%
-7.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.9% |
| 7D | -5.5% | +0.1% | -5.6% | -5.9% |
| 30D | -8.5% | +0.5% | -9.0% | -11.0% |
| 3M | -2.9% | +1.3% | -4.2% | -9.1% |
| 6M | -1.5% | +2.8% | -4.3% | -14.5% |
| YTD | +19.4% | +3.3% | +16.1% | +1.2% |
| 1Y | +22.9% | +4.9% | +18.0% | -3.9% |
| 3Y | +11.3% | +19.0% | -7.7% | -6.2% |
| All | +11.3% | +19.0% | -7.7% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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