+3.4%
ACHR vs ULTA
+16.9%
-13.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.3% | -4.3% | -5.4% |
| 7D | -2.7% | -1.8% | -0.9% | -2.3% |
| 30D | -12.1% | -1.2% | -10.9% | -11.7% |
| 3M | +3.4% | +13.4% | -10.0% | -0.6% |
| All | +3.4% | +16.9% | -13.5% | -0.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling