+20.6%
ABNB vs ULTA
+100.4%
-79.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.4% | -2.9% |
| 7D | -4.4% | +0.7% | -5.0% | -4.7% |
| 30D | -2.0% | -2.8% | +0.8% | -1.1% |
| 3M | +29.8% | +18.7% | +11.2% | +19.4% |
| 6M | +31.0% | -15.0% | +46.0% | +39.3% |
| YTD | +28.6% | -9.2% | +37.8% | +32.2% |
| 1Y | +40.1% | +5.7% | +34.4% | +32.8% |
| 3Y | +19.7% | +32.8% | -13.1% | -5.3% |
| 5Y | +6.5% | +46.0% | -39.5% | -20.7% |
| All | +20.6% | +100.4% | -79.8% | -9.8% |
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