+584.6%
ACN vs ULTA
+1,628.6%
-1,044.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.6% |
| 7D | -1.5% | +9.0% | -10.5% | -3.2% |
| 30D | +9.4% | +4.6% | +4.8% | +8.3% |
| 3M | +5.6% | +22.0% | -16.3% | +1.4% |
| 6M | -9.3% | -14.7% | +5.4% | -7.0% |
| YTD | -29.0% | -6.8% | -22.2% | -28.5% |
| 1Y | -24.7% | +6.5% | -31.2% | -26.3% |
| 3Y | -39.8% | +35.6% | -75.4% | -45.1% |
| 5Y | -40.9% | +47.6% | -88.6% | -47.6% |
| 10Y | +91.1% | +128.9% | -37.8% | +47.2% |
| All | +584.6% | +1,628.6% | -1,044.0% | +210.8% |
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 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