+1,116.1%
ADP vs ULTA
+1,924.4%
-808.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | +2.2% | +2.5% | -0.3% | +1.7% |
| 30D | +10.6% | +11.5% | -1.0% | +8.3% |
| 3M | +12.9% | +28.1% | -15.2% | +7.7% |
| 6M | +50.6% | +34.2% | +16.4% | +42.1% |
| YTD | +23.2% | +9.2% | +14.0% | +20.0% |
| 1Y | +25.3% | +23.7% | +1.5% | +19.0% |
| 3Y | +47.1% | +69.2% | -22.1% | +28.8% |
| 5Y | +50.1% | +66.6% | -16.6% | +30.1% |
| 10Y | +323.6% | +176.6% | +147.1% | +216.9% |
| All | +1,116.1% | +1,924.4% | -808.3% | +453.4% |
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