+208.4%
AGI vs ULTA
+31.2%
+177.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.6% |
| 7D | -2.7% | -3.1% | +0.3% | -2.5% |
| 30D | +7.2% | +2.8% | +4.4% | +7.0% |
| 3M | +4.3% | +14.8% | -10.5% | +3.3% |
| 6M | -27.1% | -16.2% | -10.9% | -26.3% |
| YTD | -6.6% | -9.6% | +3.0% | -5.8% |
| 1Y | +9.5% | +4.8% | +4.7% | +10.1% |
| 3Y | +208.4% | +30.7% | +177.8% | +205.0% |
| All | +208.4% | +31.2% | +177.2% | +205.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling