+25.3%
APD vs ULTA
+44.0%
-18.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -4.6% | -1.8% | -2.8% | -4.3% |
| 30D | -4.2% | -1.2% | -3.0% | -4.1% |
| 3M | +5.0% | +13.4% | -8.4% | +2.3% |
| 6M | +8.9% | -15.6% | +24.6% | +11.7% |
| YTD | +21.9% | -10.4% | +32.3% | +23.3% |
| 1Y | +5.6% | +5.5% | +0.1% | +2.8% |
| 3Y | +6.9% | +31.0% | -24.1% | -3.4% |
| 5Y | +25.3% | +41.8% | -16.5% | +6.2% |
| All | +25.3% | +44.0% | -18.7% | +6.2% |
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