-10.2%
ADSK vs ULTA
+27.7%
-37.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.1% | +3.0% | +6.3% |
| 7D | +11.4% | +6.7% | +4.7% | +10.1% |
| 30D | +21.9% | +21.7% | +0.2% | +17.9% |
| 3M | +13.9% | +21.5% | -7.6% | +9.9% |
| 6M | +9.1% | +27.5% | -18.4% | +4.0% |
| YTD | -8.8% | +9.2% | -18.0% | -13.6% |
| 1Y | -10.2% | +27.9% | -38.1% | -18.4% |
| All | -10.2% | +27.7% | -37.9% | -18.4% |
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 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