-35.9%
APA vs ULTA
+1,628.6%
-1,664.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.4% | -3.6% |
| 7D | +0.5% | +9.0% | -8.5% | -2.0% |
| 30D | +23.4% | +4.6% | +18.8% | +21.4% |
| 3M | +12.7% | +22.0% | -9.3% | +5.5% |
| 6M | +39.4% | -14.7% | +54.1% | +43.4% |
| YTD | +79.0% | -6.8% | +85.7% | +78.8% |
| 1Y | +88.8% | +6.5% | +82.3% | +80.5% |
| 3Y | +6.4% | +35.6% | -29.2% | -8.7% |
| 5Y | +153.0% | +47.6% | +105.3% | +108.5% |
| 10Y | +7.5% | +128.9% | -121.3% | -22.4% |
| All | -35.9% | +1,628.6% | -1,664.5% | -74.1% |
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 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