+175.6%
APA vs ULTA
+44.0%
+131.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.3% |
| 7D | +0.3% | -1.8% | +2.1% | +0.7% |
| 30D | +9.3% | -1.2% | +10.6% | +9.4% |
| 3M | +23.3% | +13.4% | +10.0% | +18.7% |
| 6M | +39.5% | -15.6% | +55.1% | +44.5% |
| YTD | +87.6% | -10.4% | +98.1% | +90.1% |
| 1Y | +114.2% | +5.5% | +108.8% | +105.0% |
| 3Y | +13.6% | +31.0% | -17.4% | -4.5% |
| 5Y | +175.6% | +41.8% | +133.8% | +113.1% |
| All | +175.6% | +44.0% | +131.6% | +113.1% |
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 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