+2.7%
AA vs ULTA
+39.1%
-36.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.6% | -4.4% |
| 7D | -5.4% | -3.9% | -1.5% | -4.2% |
| 30D | -10.7% | -1.1% | -9.6% | -10.6% |
| 3M | -26.2% | +13.8% | -40.0% | -29.8% |
| 6M | -20.9% | -17.2% | -3.7% | -16.5% |
| YTD | -8.6% | -11.5% | +2.8% | -6.0% |
| 1Y | +57.4% | +3.9% | +53.5% | +52.0% |
| 3Y | +77.8% | +29.5% | +48.3% | +46.5% |
| 5Y | +2.7% | +42.9% | -40.2% | -20.6% |
| All | +2.7% | +39.1% | -36.4% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling