-68.8%
AAOX vs ULTA
+10.1%
-78.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.3% | +9.3% | +11.6% |
| 7D | -2.5% | +9.0% | -11.5% | +5.3% |
| 30D | -41.1% | +4.6% | -45.7% | -34.2% |
| 3M | -84.7% | +22.0% | -106.6% | -78.5% |
| All | -68.8% | +10.1% | -78.9% | -53.9% |
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 · Available span rolling