+56.2%
AG vs ULTA
+44.7%
+11.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -3.4% |
| 7D | -6.7% | -3.1% | -3.7% | -6.0% |
| 30D | +2.2% | +2.8% | -0.6% | +1.4% |
| 3M | +15.7% | +14.8% | +0.9% | +11.6% |
| 6M | -23.8% | -16.2% | -7.6% | -20.9% |
| YTD | +17.6% | -9.6% | +27.3% | +19.9% |
| 1Y | +88.6% | +4.8% | +83.9% | +85.8% |
| 3Y | +253.4% | +30.7% | +222.7% | +213.6% |
| All | +56.2% | +44.7% | +11.5% | +34.2% |
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 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