+352.5%
AAOI vs ULTA
+6.6%
+345.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.9% | +4.9% |
| 7D | -0.7% | +9.0% | -9.7% | -2.3% |
| 30D | -17.9% | +4.6% | -22.5% | -18.1% |
| 3M | -48.0% | +22.0% | -70.0% | -50.4% |
| 6M | +5.8% | -14.7% | +20.5% | +22.5% |
| YTD | +202.7% | -6.8% | +209.5% | +218.8% |
| 1Y | +352.5% | +6.5% | +346.0% | +375.2% |
| All | +352.5% | +6.6% | +345.9% | +375.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling