+52.5%
APO vs ULTA
+31.2%
+21.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.2% | +0.4% |
| 7D | -3.5% | -3.1% | -0.4% | -2.9% |
| 30D | -6.6% | +2.8% | -9.4% | -7.2% |
| 3M | -3.3% | +14.8% | -18.0% | -6.6% |
| 6M | +22.6% | -16.2% | +38.8% | +26.9% |
| YTD | -9.8% | -9.6% | -0.2% | -8.5% |
| 1Y | -3.9% | +4.8% | -8.6% | -6.6% |
| 3Y | +52.5% | +30.7% | +21.8% | +33.6% |
| All | +52.5% | +31.2% | +21.2% | +33.6% |
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