+365.7%
ALAB vs ULTA
+3.9%
+361.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.6% | -4.3% | -5.9% |
| 7D | +3.2% | +0.7% | +2.5% | +3.1% |
| 30D | -13.6% | -2.8% | -10.7% | -12.6% |
| 3M | -16.6% | +18.7% | -35.3% | -22.9% |
| 6M | +142.3% | -15.0% | +157.3% | +158.3% |
| YTD | +73.6% | -9.2% | +82.8% | +78.6% |
| 1Y | +33.7% | +5.7% | +28.0% | +26.9% |
| All | +365.7% | +3.9% | +361.8% | +250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling