-41.7%
ACHR vs ULTA
+44.7%
-86.3%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +1.1% |
| 7D | -2.3% | -3.1% | +0.8% | -0.4% |
| 30D | -11.3% | +2.8% | -14.1% | -13.2% |
| 3M | +5.3% | +14.8% | -9.5% | -4.5% |
| 6M | -13.2% | -16.2% | +3.0% | -5.0% |
| YTD | -25.8% | -9.6% | -16.2% | -22.7% |
| 1Y | -34.3% | +4.8% | -39.0% | -38.8% |
| 3Y | -19.9% | +30.7% | -50.6% | -41.4% |
| All | -41.7% | +44.7% | -86.3% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling