+93.1%
ACN vs ULTA
+132.3%
-39.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.1% | +1.3% | +2.9% |
| 7D | -1.5% | -3.1% | +1.6% | -0.7% |
| 30D | +2.1% | +2.8% | -0.7% | +1.3% |
| 3M | +11.1% | +14.8% | -3.7% | +7.2% |
| 6M | -6.8% | -16.2% | +9.4% | -3.5% |
| YTD | -30.0% | -9.6% | -20.4% | -29.0% |
| 1Y | -23.1% | +4.8% | -27.9% | -25.0% |
| 3Y | -40.4% | +30.7% | -71.1% | -46.6% |
| 5Y | -41.6% | +45.9% | -87.5% | -50.1% |
| All | +93.1% | +132.3% | -39.2% | +37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling