-41.6%
ACI vs ULTA
+41.7%
-83.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -1.2% |
| 7D | -7.1% | -3.9% | -3.2% | -6.7% |
| 30D | -4.5% | -1.1% | -3.4% | -4.4% |
| 3M | -22.3% | +13.8% | -36.1% | -23.3% |
| 6M | -28.4% | -17.2% | -11.2% | -27.4% |
| YTD | -29.5% | -11.5% | -18.0% | -29.1% |
| 1Y | -34.2% | +3.9% | -38.2% | -35.1% |
| 3Y | -45.7% | +29.5% | -75.1% | -49.0% |
| All | -41.6% | +41.7% | -83.3% | -48.3% |
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