+640.8%
APP vs ULTA
+32.1%
+608.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | 0.0% | -2.2% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | -10.0% | -2.8% | -7.2% | -9.6% |
| 3M | -44.6% | +18.7% | -63.3% | -46.7% |
| 6M | -37.9% | -15.0% | -22.8% | -36.1% |
| YTD | -53.7% | -9.2% | -44.5% | -53.2% |
| 1Y | -43.0% | +5.7% | -48.6% | -44.7% |
| 3Y | +640.8% | +32.8% | +608.0% | +499.2% |
| All | +640.8% | +32.1% | +608.7% | +499.2% |
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