+30.7%
SBUX vs JAAA
+29.3%
+1.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -2.0% |
| 7D | -6.3% | +0.1% | -6.4% | -6.5% |
| 30D | -3.9% | +0.5% | -4.3% | -4.9% |
| 3M | +3.3% | +1.2% | +2.0% | +0.2% |
| 6M | +1.4% | +2.7% | -1.3% | -4.8% |
| YTD | +21.0% | +3.2% | +17.8% | +12.3% |
| 1Y | +22.4% | +4.8% | +17.6% | +9.7% |
| 3Y | +13.2% | +19.0% | -5.8% | -14.1% |
| 5Y | -5.2% | +26.8% | -32.0% | -34.9% |
| All | +30.7% | +29.3% | +1.5% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling