+803.2%
APP vs ULTA
+70.7%
+732.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | +61.1% | +4.6% | +56.4% | +59.6% |
| 30D | +42.8% | +16.5% | +26.3% | +38.6% |
| 3M | +16.7% | +21.1% | -4.4% | +12.4% |
| 6M | -15.6% | +27.4% | -43.0% | -19.5% |
| YTD | -41.3% | +9.8% | -51.1% | -42.8% |
| 1Y | -39.3% | +28.6% | -67.9% | -43.1% |
| 3Y | +803.2% | +70.5% | +732.7% | +625.6% |
| All | +803.2% | +70.7% | +732.5% | +625.6% |
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