+257.6%
ALAB vs ULTA
+25.0%
+232.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.2% |
| 7D | +16.3% | +2.5% | +13.9% | +15.4% |
| 30D | -26.1% | +11.5% | -37.6% | -29.2% |
| 3M | -31.3% | +28.1% | -59.4% | -37.8% |
| 6M | -1.0% | +34.2% | -35.2% | -12.5% |
| YTD | +33.3% | +9.2% | +24.1% | +27.5% |
| 1Y | +53.5% | +23.7% | +29.8% | +37.0% |
| All | +257.6% | +25.0% | +232.6% | +150.0% |
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