-27.1%
APA vs ULTA
+1,924.4%
-1,951.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.2% |
| 7D | +8.5% | +2.5% | +6.1% | +7.7% |
| 30D | +2.8% | +11.5% | -8.7% | -0.8% |
| 3M | +21.7% | +28.1% | -6.4% | +12.5% |
| 6M | +32.6% | +34.2% | -1.6% | +20.0% |
| YTD | +103.7% | +9.2% | +94.5% | +93.6% |
| 1Y | +101.8% | +23.7% | +78.1% | +84.1% |
| 3Y | +48.1% | +69.2% | -21.1% | +18.8% |
| 5Y | +91.9% | +66.6% | +25.3% | +52.4% |
| 10Y | +8.4% | +176.6% | -168.2% | -26.0% |
| All | -27.1% | +1,924.4% | -1,951.5% | -71.9% |
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