-4.4%
APO vs ULTA
+27.7%
-32.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +4.1% | +4.0% | +7.4% |
| 7D | +8.2% | +6.7% | +1.5% | +7.2% |
| 30D | +6.4% | +21.7% | -15.3% | +3.8% |
| 3M | -7.4% | +21.5% | -28.9% | -9.9% |
| 6M | -4.2% | +27.5% | -31.7% | -7.0% |
| YTD | -14.1% | +9.2% | -23.3% | -15.4% |
| 1Y | -4.4% | +27.9% | -32.3% | -10.4% |
| All | -4.4% | +27.7% | -32.1% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling