+352.8%
APH vs ULTA
+44.9%
+307.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.6% |
| 7D | +0.2% | +0.7% | -0.4% | 0.0% |
| 30D | -3.3% | -2.8% | -0.5% | -2.8% |
| 3M | +14.0% | +18.7% | -4.6% | +8.6% |
| 6M | +24.4% | -15.0% | +39.5% | +28.6% |
| YTD | +21.4% | -9.2% | +30.6% | +23.2% |
| 1Y | +48.9% | +5.7% | +43.3% | +44.0% |
| 3Y | +290.1% | +32.8% | +257.3% | +237.8% |
| 5Y | +352.8% | +46.0% | +306.9% | +255.9% |
| All | +352.8% | +44.9% | +307.9% | +255.9% |
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 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