-50.0%
AAL vs ULTA
+1,583.0%
-1,633.0%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +1.0% | -0.5% |
| 7D | -0.3% | +0.7% | -1.0% | -0.6% |
| 30D | -19.0% | -2.8% | -16.2% | -18.2% |
| 3M | -5.1% | +18.7% | -23.7% | -12.7% |
| 6M | +15.5% | -15.0% | +30.5% | +23.0% |
| YTD | -15.8% | -9.2% | -6.6% | -13.0% |
| 1Y | -0.3% | +5.7% | -6.0% | -4.4% |
| 3Y | -7.7% | +32.8% | -40.4% | -22.8% |
| 5Y | -32.5% | +46.0% | -78.5% | -46.6% |
| 10Y | -66.0% | +125.5% | -191.5% | -79.7% |
| All | -50.0% | +1,583.0% | -1,633.0% | -94.1% |
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 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