+264.8%
ALB vs ULTA
+1,583.0%
-1,318.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +3.4% |
| 7D | -4.4% | +0.7% | -5.1% | -4.7% |
| 30D | -1.2% | -2.8% | +1.6% | -0.6% |
| 3M | -13.3% | +18.7% | -32.0% | -18.2% |
| 6M | -19.8% | -15.0% | -4.7% | -16.9% |
| YTD | -7.9% | -9.2% | +1.3% | -6.5% |
| 1Y | +60.2% | +5.7% | +54.5% | +55.1% |
| 3Y | -26.4% | +32.8% | -59.2% | -35.0% |
| 5Y | -42.5% | +46.0% | -88.5% | -50.7% |
| 10Y | +83.0% | +125.5% | -42.5% | +29.6% |
| All | +264.8% | +1,583.0% | -1,318.2% | +7.6% |
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 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