+295.8%
AFL vs ULTA
+132.3%
+163.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.1% |
| 7D | -1.6% | -3.1% | +1.4% | -0.8% |
| 30D | -4.0% | +2.8% | -6.8% | -4.9% |
| 3M | -0.5% | +14.8% | -15.3% | -4.7% |
| 6M | +6.5% | -16.2% | +22.7% | +10.6% |
| YTD | +6.2% | -9.6% | +15.8% | +7.6% |
| 1Y | +8.3% | +4.8% | +3.5% | +4.6% |
| 3Y | +62.5% | +30.7% | +31.9% | +40.5% |
| 5Y | +136.2% | +45.9% | +90.3% | +88.8% |
| All | +295.8% | +132.3% | +163.5% | +147.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling