+1,766.1%
APO vs ULTA
+1,041.5%
+724.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -1.0% | -1.8% | +0.8% | -0.5% |
| 30D | -0.4% | -1.2% | +0.9% | -0.2% |
| 3M | -0.9% | +13.4% | -14.3% | -4.9% |
| 6M | +22.1% | -15.6% | +37.8% | +26.6% |
| YTD | -8.4% | -10.4% | +2.1% | -6.8% |
| 1Y | -0.9% | +5.5% | -6.4% | -4.3% |
| 3Y | +56.1% | +31.0% | +25.2% | +37.5% |
| 5Y | +136.0% | +41.8% | +94.2% | +100.6% |
| 10Y | +949.3% | +127.0% | +822.3% | +631.8% |
| All | +1,766.1% | +1,041.5% | +724.6% | +825.1% |
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