+337.4%
AGI vs ULTA
+132.3%
+205.1%
-66.1%
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% | +0.6% |
| 7D | -2.7% | -3.1% | +0.3% | -2.6% |
| 30D | +7.2% | +2.8% | +4.4% | +7.1% |
| 3M | +4.3% | +14.8% | -10.5% | +3.8% |
| 6M | -27.1% | -16.2% | -10.9% | -26.8% |
| YTD | -6.6% | -9.6% | +3.0% | -6.3% |
| 1Y | +9.5% | +4.8% | +4.7% | +9.5% |
| 3Y | +208.4% | +30.7% | +177.8% | +206.2% |
| 5Y | +401.6% | +45.9% | +355.8% | +398.7% |
| All | +337.4% | +132.3% | +205.1% | +316.1% |
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