-31.9%
ADSK vs ULTA
+6.6%
-38.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.3% | -9.5% | -8.5% |
| 7D | -16.4% | +9.0% | -25.4% | -17.6% |
| 30D | -9.2% | +4.6% | -13.8% | -10.1% |
| 3M | -6.7% | +22.0% | -28.7% | -9.8% |
| 6M | -15.5% | -14.7% | -0.8% | -15.6% |
| YTD | -26.4% | -6.8% | -19.6% | -28.0% |
| 1Y | -31.9% | +6.5% | -38.4% | -35.0% |
| All | -31.9% | +6.6% | -38.5% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling