-44.5%
APP vs ULTA
+5.1%
-49.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.1% |
| 7D | +0.3% | -3.9% | +4.1% | +0.4% |
| 30D | -1.3% | -1.1% | -0.3% | -1.2% |
| 3M | -36.2% | +13.8% | -50.0% | -36.2% |
| 6M | -34.1% | -17.2% | -16.9% | -34.2% |
| YTD | -53.3% | -11.5% | -41.9% | -53.1% |
| 1Y | -44.5% | +3.9% | -48.5% | -40.3% |
| All | -44.5% | +5.1% | -49.6% | -40.3% |
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 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