+356.8%
ACWI vs ULTA
+3,861.3%
-3,504.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | +0.5% | +9.0% | -8.5% | -1.3% |
| 30D | +0.9% | +4.6% | -3.7% | -0.2% |
| 3M | +2.4% | +22.0% | -19.6% | -2.1% |
| 6M | +12.4% | -14.7% | +27.1% | +15.2% |
| YTD | +15.2% | -6.8% | +21.9% | +15.7% |
| 1Y | +22.7% | +6.5% | +16.2% | +19.5% |
| 3Y | +75.8% | +35.6% | +40.2% | +58.9% |
| 5Y | +67.7% | +47.6% | +20.1% | +46.7% |
| 10Y | +229.0% | +128.9% | +100.1% | +144.3% |
| All | +356.8% | +3,861.3% | -3,504.5% | +49.2% |
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