-3.7%
APA vs ULTA
+132.3%
-136.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.6% | -0.5% |
| 7D | +4.6% | -3.1% | +7.7% | +6.0% |
| 30D | +11.9% | +2.8% | +9.1% | +10.0% |
| 3M | +22.5% | +14.8% | +7.7% | +13.4% |
| 6M | +37.5% | -16.2% | +53.8% | +45.0% |
| YTD | +87.2% | -9.6% | +96.8% | +89.0% |
| 1Y | +101.4% | +4.8% | +96.7% | +87.4% |
| 3Y | +16.9% | +30.7% | -13.8% | -9.8% |
| 5Y | +178.4% | +45.9% | +132.6% | +91.4% |
| All | -3.7% | +132.3% | -136.0% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling