+1,629.9%
ADI vs ULTA
+1,560.4%
+69.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.8% |
| 7D | +2.6% | -1.8% | +4.4% | +3.1% |
| 30D | -4.6% | -1.2% | -3.4% | -4.5% |
| 3M | -9.5% | +13.4% | -22.9% | -12.5% |
| 6M | +14.8% | -15.6% | +30.5% | +18.5% |
| YTD | +35.8% | -10.4% | +46.3% | +37.9% |
| 1Y | +48.9% | +5.5% | +43.5% | +45.1% |
| 3Y | +115.6% | +31.0% | +84.6% | +95.7% |
| 5Y | +135.1% | +41.8% | +93.3% | +107.1% |
| 10Y | +636.4% | +127.0% | +509.5% | +448.8% |
| All | +1,629.9% | +1,560.4% | +69.6% | +571.4% |
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