+117.0%
AA vs ULTA
+132.3%
-15.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -1.0% |
| 7D | -3.4% | -3.1% | -0.3% | -2.2% |
| 30D | -5.8% | +2.8% | -8.6% | -7.3% |
| 3M | -29.9% | +14.8% | -44.7% | -34.6% |
| 6M | -27.0% | -16.2% | -10.8% | -22.7% |
| YTD | -8.7% | -9.6% | +0.9% | -6.6% |
| 1Y | +50.6% | +4.8% | +45.9% | +43.3% |
| 3Y | +74.1% | +30.7% | +43.4% | +41.1% |
| 5Y | +2.6% | +45.9% | -43.3% | -23.2% |
| All | +117.0% | +132.3% | -15.3% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 10y: compounded portfolio wealth divided by compounded ULTA 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…
10y analysis · Full analysis span regression · 6 months rolling