+1,314.2%
AAOI vs ULTA
+44.7%
+1,269.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +0.7% |
| 7D | -0.2% | -3.1% | +2.9% | +1.7% |
| 30D | -23.7% | +2.8% | -26.5% | -26.0% |
| 3M | -39.0% | +14.8% | -53.8% | -45.1% |
| 6M | -17.0% | -16.2% | -0.8% | -8.9% |
| YTD | +202.2% | -9.6% | +211.9% | +211.6% |
| 1Y | +292.4% | +4.8% | +287.6% | +264.2% |
| 3Y | +804.4% | +30.7% | +773.7% | +566.6% |
| All | +1,314.2% | +44.7% | +1,269.6% | +819.4% |
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