+123.4%
ADI vs ULTA
+31.2%
+92.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +4.3% |
| 7D | +4.6% | -3.1% | +7.6% | +5.4% |
| 30D | -1.2% | +2.8% | -4.0% | -2.0% |
| 3M | -7.8% | +14.8% | -22.6% | -11.6% |
| 6M | +19.3% | -16.2% | +35.6% | +24.9% |
| YTD | +40.9% | -9.6% | +50.5% | +43.6% |
| 1Y | +54.5% | +4.8% | +49.7% | +49.5% |
| 3Y | +123.4% | +30.7% | +92.7% | +83.2% |
| All | +123.4% | +31.2% | +92.2% | +83.2% |
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 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