+1,278.0%
AAPL vs ULTA
+132.3%
+1,145.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.3% | +1.3% |
| 7D | +3.8% | -3.1% | +6.9% | +4.6% |
| 30D | +9.9% | +2.8% | +7.1% | +9.1% |
| 3M | +12.5% | +14.8% | -2.3% | +8.5% |
| 6M | +27.6% | -16.2% | +43.8% | +32.0% |
| YTD | +22.6% | -9.6% | +32.2% | +24.3% |
| 1Y | +45.0% | +4.8% | +40.2% | +41.2% |
| 3Y | +87.8% | +30.7% | +57.1% | +68.3% |
| 5Y | +128.7% | +45.9% | +82.8% | +96.8% |
| All | +1,278.0% | +132.3% | +1,145.7% | +923.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling