+5,873.6%
AAPL vs ULTA
+1,541.3%
+4,332.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.8% |
| 7D | -0.5% | -3.9% | +3.4% | +0.3% |
| 30D | +7.1% | -1.1% | +8.2% | +7.2% |
| 3M | +12.1% | +13.8% | -1.7% | +8.6% |
| 6M | +25.4% | -17.2% | +42.7% | +29.7% |
| YTD | +20.5% | -11.5% | +31.9% | +22.5% |
| 1Y | +44.5% | +3.9% | +40.6% | +41.4% |
| 3Y | +85.8% | +29.5% | +56.3% | +69.3% |
| 5Y | +124.8% | +42.9% | +81.9% | +98.2% |
| 10Y | +1,284.7% | +124.4% | +1,160.3% | +932.6% |
| All | +5,873.6% | +1,541.3% | +4,332.3% | +2,023.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling