+384.5%
ALAB vs ULTA
+2.5%
+382.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.4% | +4.6% |
| 7D | +9.6% | -1.8% | +11.4% | +10.5% |
| 30D | -5.3% | -1.2% | -4.0% | -5.0% |
| 3M | -12.0% | +13.4% | -25.4% | -17.0% |
| 6M | +145.7% | -15.6% | +161.3% | +162.4% |
| YTD | +80.7% | -10.4% | +91.1% | +86.8% |
| 1Y | +40.1% | +5.5% | +34.7% | +33.0% |
| All | +384.5% | +2.5% | +382.0% | +266.3% |
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