+15.8%
APD vs ULTA
+64.2%
-48.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.6% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | +9.4% | +12.4% | -3.0% | +7.1% |
| 3M | +4.7% | +22.4% | -17.7% | +0.7% |
| 6M | +5.5% | +28.9% | -23.4% | +0.2% |
| YTD | +31.4% | +7.6% | +23.8% | +28.4% |
| 1Y | +24.1% | +21.6% | +2.5% | +17.9% |
| 3Y | +28.8% | +67.0% | -38.3% | +10.3% |
| 5Y | +15.8% | +64.2% | -48.4% | -5.0% |
| All | +15.8% | +64.2% | -48.4% | -5.0% |
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