-24.5%
ADSK vs ULTA
+44.7%
-69.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.3% |
| 7D | -2.5% | -3.1% | +0.5% | -1.5% |
| 30D | -14.9% | +2.8% | -17.7% | -15.9% |
| 3M | +3.3% | +14.8% | -11.4% | -1.9% |
| 6M | -15.7% | -16.2% | +0.6% | -11.4% |
| YTD | -28.2% | -9.6% | -18.6% | -27.0% |
| 1Y | -34.5% | +4.8% | -39.3% | -37.5% |
| 3Y | -2.9% | +30.7% | -33.6% | -20.7% |
| All | -24.5% | +44.7% | -69.1% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling