+22.2%
ACI vs ULTA
+183.6%
-161.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.6% | -3.0% |
| 7D | -2.6% | +0.7% | -3.2% | -2.6% |
| 30D | +1.1% | -2.8% | +3.9% | +1.3% |
| 3M | -23.6% | +18.7% | -42.3% | -24.8% |
| 6M | -29.9% | -15.0% | -14.9% | -29.2% |
| YTD | -26.9% | -9.2% | -17.6% | -26.6% |
| 1Y | -34.2% | +5.7% | -39.9% | -35.0% |
| 3Y | -43.6% | +32.8% | -76.4% | -46.5% |
| 5Y | -42.4% | +46.0% | -88.3% | -46.4% |
| All | +22.2% | +183.6% | -161.5% | +8.5% |
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