-32.1%
AA vs ULTA
+1,583.0%
-1,615.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.2% | +4.3% |
| 7D | +1.7% | +0.7% | +1.0% | +1.4% |
| 30D | +3.3% | -2.8% | +6.1% | +3.9% |
| 3M | -29.4% | +18.7% | -48.1% | -33.5% |
| 6M | -12.8% | -15.0% | +2.2% | -9.6% |
| YTD | -2.1% | -9.2% | +7.1% | -0.6% |
| 1Y | +62.8% | +5.7% | +57.1% | +57.1% |
| 3Y | +90.5% | +32.8% | +57.7% | +65.6% |
| 5Y | +19.1% | +46.0% | -26.9% | -0.4% |
| 10Y | +124.8% | +125.5% | -0.7% | +58.3% |
| All | -32.1% | +1,583.0% | -1,615.0% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling