-45.7%
ACI vs ULTA
+28.6%
-74.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -1.2% |
| 7D | -7.1% | -3.9% | -3.2% | -7.0% |
| 30D | -4.5% | -1.1% | -3.4% | -4.5% |
| 3M | -22.3% | +13.8% | -36.1% | -22.6% |
| 6M | -28.4% | -17.2% | -11.2% | -28.2% |
| YTD | -29.5% | -11.5% | -18.0% | -29.5% |
| 1Y | -34.2% | +3.9% | -38.2% | -34.7% |
| All | -45.7% | +28.6% | -74.2% | -48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling