+295.0%
APH vs ULTA
+35.7%
+259.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | +5.0% | +9.0% | -4.1% | +3.3% |
| 30D | -3.9% | +4.6% | -8.4% | -4.8% |
| 3M | +13.0% | +22.0% | -9.0% | +8.3% |
| 6M | +25.2% | -14.7% | +39.9% | +28.4% |
| YTD | +22.9% | -6.8% | +29.7% | +23.8% |
| 1Y | +47.8% | +6.5% | +41.3% | +44.1% |
| All | +295.0% | +35.7% | +259.3% | +235.9% |
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