-44.6%
ALB vs ULTA
+40.7%
-85.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.2% |
| 7D | -8.6% | -1.8% | -6.8% | -8.0% |
| 30D | -4.0% | -1.2% | -2.8% | -3.9% |
| 3M | -17.4% | +13.4% | -30.8% | -22.7% |
| 6M | -25.4% | -15.6% | -9.7% | -20.7% |
| YTD | -10.5% | -10.4% | -0.1% | -7.8% |
| 1Y | +75.8% | +5.5% | +70.4% | +66.5% |
| 3Y | -28.5% | +31.0% | -59.5% | -44.2% |
| All | -44.6% | +40.7% | -85.3% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling