+5.5%
APD vs ULTA
+27.9%
-22.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.5% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | +9.4% | +12.4% | -3.0% | +7.9% |
| 3M | +4.7% | +22.4% | -17.7% | +2.2% |
| 6M | +5.5% | +28.9% | -23.4% | +2.2% |
| All | +5.5% | +27.9% | -22.4% | +2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling