-44.8%
ACHR vs ULTA
+99.2%
-144.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.3% | -4.3% | -4.9% |
| 7D | -2.7% | -1.8% | -0.9% | -1.7% |
| 30D | -12.1% | -1.2% | -10.9% | -11.9% |
| 3M | +3.4% | +13.4% | -10.0% | -4.8% |
| 6M | -15.6% | -15.6% | 0.0% | -8.7% |
| YTD | -26.9% | -10.4% | -16.4% | -23.6% |
| 1Y | -34.8% | +5.5% | -40.2% | -39.0% |
| 3Y | -19.2% | +31.0% | -50.2% | -38.4% |
| 5Y | -43.8% | +41.8% | -85.6% | -60.1% |
| All | -44.8% | +99.2% | -144.0% | -63.8% |
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