+59.2%
ALB vs ULTA
+5.8%
+53.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.1% | -5.5% | -3.9% |
| 7D | -6.6% | -3.1% | -3.5% | -6.1% |
| 30D | -8.1% | +2.8% | -10.9% | -8.8% |
| 3M | -25.7% | +14.8% | -40.4% | -28.1% |
| 6M | -29.5% | -16.2% | -13.2% | -23.9% |
| YTD | -16.2% | -9.6% | -6.6% | -12.3% |
| 1Y | +59.2% | +4.8% | +54.5% | +57.2% |
| All | +59.2% | +5.8% | +53.5% | +57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling