+132.1%
APO vs ULTA
+39.1%
+92.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | -4.9% | -3.9% | -1.0% | -3.7% |
| 30D | -8.4% | -1.1% | -7.4% | -8.3% |
| 3M | -2.1% | +13.8% | -15.8% | -6.6% |
| 6M | +19.2% | -17.2% | +36.5% | +25.2% |
| YTD | -10.5% | -11.5% | +0.9% | -8.4% |
| 1Y | -2.7% | +3.9% | -6.6% | -6.3% |
| 3Y | +52.5% | +29.5% | +23.0% | +27.7% |
| 5Y | +132.1% | +42.9% | +89.2% | +70.7% |
| All | +132.1% | +39.1% | +92.9% | +70.7% |
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