+35.7%
APH vs ULTA
+5.1%
+30.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | -2.2% | -3.9% | +1.6% | -1.9% |
| 30D | -4.0% | -1.1% | -3.0% | -3.7% |
| 3M | +7.7% | +13.8% | -6.1% | +6.4% |
| 6M | +17.8% | -17.2% | +35.0% | +18.6% |
| YTD | +19.2% | -11.5% | +30.6% | +20.6% |
| 1Y | +35.7% | +3.9% | +31.8% | +39.3% |
| All | +35.7% | +5.1% | +30.6% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling