+138.3%
ADI vs ULTA
+44.7%
+93.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +4.2% |
| 7D | +4.6% | -3.1% | +7.6% | +5.6% |
| 30D | -1.2% | +2.8% | -4.0% | -2.2% |
| 3M | -7.8% | +14.8% | -22.6% | -12.3% |
| 6M | +19.3% | -16.2% | +35.6% | +25.3% |
| YTD | +40.9% | -9.6% | +50.5% | +43.7% |
| 1Y | +54.5% | +4.8% | +49.7% | +48.8% |
| 3Y | +123.4% | +30.7% | +92.7% | +88.6% |
| All | +138.3% | +44.7% | +93.6% | +81.8% |
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 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