+804.4%
AAOI vs ULTA
+31.2%
+773.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +0.7% |
| 7D | -0.2% | -3.1% | +2.9% | +1.8% |
| 30D | -23.7% | +2.8% | -26.5% | -26.1% |
| 3M | -39.0% | +14.8% | -53.8% | -45.5% |
| 6M | -17.0% | -16.2% | -0.8% | -7.0% |
| YTD | +202.2% | -9.6% | +211.9% | +213.9% |
| 1Y | +292.4% | +4.8% | +287.6% | +259.5% |
| 3Y | +804.4% | +30.7% | +773.7% | +355.3% |
| All | +804.4% | +31.2% | +773.1% | +355.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling