-33.7%
ALB vs ULTA
+31.2%
-65.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.1% | -5.5% | -4.1% |
| 7D | -6.6% | -3.1% | -3.5% | -5.7% |
| 30D | -8.1% | +2.8% | -10.9% | -9.3% |
| 3M | -25.7% | +14.8% | -40.4% | -29.7% |
| 6M | -29.5% | -16.2% | -13.2% | -25.3% |
| YTD | -16.2% | -9.6% | -6.6% | -14.0% |
| 1Y | +59.2% | +4.8% | +54.5% | +53.4% |
| 3Y | -33.7% | +30.7% | -64.4% | -54.6% |
| All | -33.7% | +31.2% | -65.0% | -54.6% |
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