+288.5%
APH vs ULTA
+68.8%
+219.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.2% | +5.0% | +7.7% |
| 7D | +1.1% | +4.3% | -3.2% | +0.4% |
| 30D | -7.5% | +16.6% | -24.1% | -10.1% |
| 3M | -4.4% | +17.7% | -22.1% | -7.3% |
| 6M | +26.5% | +27.5% | -1.1% | +20.6% |
| YTD | +20.0% | +9.9% | +10.1% | +17.2% |
| 1Y | +16.9% | +28.5% | -11.6% | +10.1% |
| 3Y | +288.5% | +71.1% | +217.5% | +227.2% |
| All | +288.5% | +68.8% | +219.7% | +227.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling