-32.2%
AAL vs ULTA
+39.1%
-71.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.1% |
| 7D | -0.9% | -3.9% | +2.9% | +1.1% |
| 30D | -16.0% | -1.1% | -14.9% | -15.9% |
| 3M | -4.2% | +13.8% | -18.0% | -11.2% |
| 6M | +15.7% | -17.2% | +32.9% | +26.0% |
| YTD | -16.2% | -11.5% | -4.7% | -12.0% |
| 1Y | +0.2% | +3.9% | -3.7% | -4.1% |
| 3Y | -8.1% | +29.5% | -37.6% | -26.8% |
| 5Y | -32.2% | +42.9% | -75.1% | -53.1% |
| All | -32.2% | +39.1% | -71.3% | -53.1% |
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 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