-44.0%
ACHR vs ULTA
+101.0%
-145.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +1.2% |
| 7D | -2.3% | -3.1% | +0.8% | -0.5% |
| 30D | -11.3% | +2.8% | -14.1% | -13.1% |
| 3M | +5.3% | +14.8% | -9.5% | -3.8% |
| 6M | -13.2% | -16.2% | +3.0% | -5.7% |
| YTD | -25.8% | -9.6% | -16.2% | -22.9% |
| 1Y | -34.3% | +4.8% | -39.0% | -38.3% |
| 3Y | -19.9% | +30.7% | -50.6% | -38.9% |
| 5Y | -42.7% | +45.9% | -88.5% | -59.7% |
| All | -44.0% | +101.0% | -145.0% | -63.5% |
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