+430.1%
APD vs ULTA
+1,628.6%
-1,198.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.2% |
| 7D | -2.2% | +9.0% | -11.2% | -3.9% |
| 30D | +2.1% | +4.6% | -2.5% | +1.1% |
| 3M | +7.2% | +22.0% | -14.8% | +2.9% |
| 6M | +11.2% | -14.7% | +25.9% | +13.8% |
| YTD | +24.4% | -6.8% | +31.1% | +24.9% |
| 1Y | +6.7% | +6.5% | +0.1% | +4.0% |
| 3Y | +9.2% | +35.6% | -26.4% | -0.7% |
| 5Y | +27.4% | +47.6% | -20.3% | +12.2% |
| 10Y | +164.8% | +128.9% | +35.9% | +100.0% |
| All | +430.1% | +1,628.6% | -1,198.5% | +94.7% |
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