+3,380.4%
APH vs ULTA
+1,628.6%
+1,751.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | +5.0% | +9.0% | -4.1% | +2.9% |
| 30D | -3.9% | +4.6% | -8.4% | -5.1% |
| 3M | +13.0% | +22.0% | -9.0% | +7.4% |
| 6M | +25.2% | -14.7% | +39.9% | +28.7% |
| YTD | +22.9% | -6.8% | +29.7% | +23.7% |
| 1Y | +47.8% | +6.5% | +41.3% | +43.5% |
| 3Y | +283.0% | +35.6% | +247.4% | +243.0% |
| 5Y | +349.7% | +47.6% | +302.0% | +289.0% |
| 10Y | +1,061.2% | +128.9% | +932.3% | +749.4% |
| All | +3,380.4% | +1,628.6% | +1,751.8% | +1,141.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling