+982.4%
ADP vs ULTA
+1,628.6%
-646.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.3% |
| 7D | -3.4% | +9.0% | -12.4% | -5.0% |
| 30D | +2.8% | +4.6% | -1.8% | +1.8% |
| 3M | +20.9% | +22.0% | -1.0% | +16.3% |
| 6M | +29.9% | -14.7% | +44.6% | +32.7% |
| YTD | +9.6% | -6.8% | +16.4% | +10.1% |
| 1Y | -5.3% | +6.5% | -11.8% | -7.5% |
| 3Y | +16.5% | +35.6% | -19.1% | +6.3% |
| 5Y | +49.4% | +47.6% | +1.8% | +32.3% |
| 10Y | +282.2% | +128.9% | +153.3% | +195.5% |
| All | +982.4% | +1,628.6% | -646.2% | +407.4% |
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