+369.5%
ALAB vs ULTA
+3.4%
+366.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +1.5% |
| 7D | -6.2% | -3.1% | -3.1% | -5.0% |
| 30D | -8.7% | +2.8% | -11.5% | -9.8% |
| 3M | -20.7% | +14.8% | -35.5% | -25.6% |
| 6M | +133.5% | -16.2% | +149.7% | +150.6% |
| YTD | +75.1% | -9.6% | +84.7% | +80.4% |
| 1Y | +25.0% | +4.8% | +20.3% | +19.2% |
| All | +369.5% | +3.4% | +366.0% | +253.8% |
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