+944.2%
APH vs ULTA
+180.0%
+764.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | -8.0% | +16.1% | -24.1% | -11.8% |
| 3M | -5.0% | +21.7% | -26.7% | -10.3% |
| 6M | +29.9% | +28.7% | +1.2% | +20.4% |
| YTD | +18.0% | +8.9% | +9.0% | +13.6% |
| 1Y | +11.3% | +26.1% | -14.7% | +2.5% |
| 3Y | +274.9% | +69.1% | +205.8% | +206.8% |
| 5Y | +300.6% | +66.6% | +234.0% | +223.0% |
| 10Y | +944.2% | +175.9% | +768.3% | +581.5% |
| All | +944.2% | +180.0% | +764.2% | +581.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling