+131.7%
AG vs ULTA
+6.6%
+125.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.4% |
| 7D | +1.0% | +9.0% | -8.0% | -1.9% |
| 30D | +19.2% | +4.6% | +14.6% | +17.5% |
| 3M | +6.2% | +22.0% | -15.8% | -1.2% |
| 6M | -26.7% | -14.7% | -12.0% | -21.6% |
| YTD | +26.1% | -6.8% | +32.9% | +31.1% |
| 1Y | +131.7% | +6.5% | +125.1% | +143.4% |
| All | +131.7% | +6.6% | +125.0% | +143.4% |
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