+310.3%
APH vs ULTA
+70.9%
+239.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.2% | +5.0% | +7.4% |
| 7D | +1.1% | +4.3% | -3.2% | 0.0% |
| 30D | -7.5% | +16.6% | -24.1% | -11.2% |
| 3M | -4.4% | +17.7% | -22.1% | -8.6% |
| 6M | +26.5% | +27.5% | -1.1% | +18.2% |
| YTD | +20.0% | +9.9% | +10.1% | +15.8% |
| 1Y | +16.9% | +28.5% | -11.6% | +7.4% |
| 3Y | +288.5% | +71.1% | +217.5% | +211.4% |
| 5Y | +310.3% | +68.3% | +242.0% | +213.2% |
| All | +310.3% | +70.9% | +239.4% | +213.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling