-42.3%
ACN vs ULTA
+28.6%
-70.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | -7.9% | -3.9% | -4.0% | -7.2% |
| 30D | -1.1% | -1.1% | 0.0% | -1.0% |
| 3M | +5.6% | +13.8% | -8.2% | +3.0% |
| 6M | -9.9% | -17.2% | +7.3% | -7.6% |
| YTD | -32.3% | -11.5% | -20.9% | -31.5% |
| 1Y | -25.3% | +3.9% | -29.2% | -26.7% |
| All | -42.3% | +28.6% | -70.9% | -48.8% |
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 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