-43.5%
ACN vs ULTA
+39.1%
-82.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.5% |
| 7D | -7.9% | -3.9% | -4.0% | -7.0% |
| 30D | -1.1% | -1.1% | 0.0% | -0.9% |
| 3M | +5.6% | +13.8% | -8.2% | +2.1% |
| 6M | -9.9% | -17.2% | +7.3% | -6.4% |
| YTD | -32.3% | -11.5% | -20.9% | -31.0% |
| 1Y | -25.3% | +3.9% | -29.2% | -27.2% |
| 3Y | -42.3% | +29.5% | -71.7% | -48.9% |
| 5Y | -43.5% | +42.9% | -86.4% | -54.9% |
| All | -43.5% | +39.1% | -82.6% | -54.9% |
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