-6.4%
SBUX vs JAAA
+26.8%
-33.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -6.2% | +0.1% | -6.3% | -6.4% |
| 30D | -6.4% | +0.4% | -6.9% | -7.4% |
| 3M | +1.0% | +1.2% | -0.2% | -1.9% |
| 6M | -0.4% | +2.7% | -3.1% | -6.6% |
| YTD | +20.0% | +3.2% | +16.8% | +11.2% |
| 1Y | +22.8% | +4.8% | +17.9% | +9.7% |
| 3Y | +12.3% | +19.0% | -6.7% | -14.2% |
| 5Y | -6.4% | +26.8% | -33.2% | -37.5% |
| All | -6.4% | +26.8% | -33.2% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling