+329.1%
APP vs ULTA
+44.0%
+285.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.7% |
| 7D | -4.4% | -1.8% | -2.6% | -3.6% |
| 30D | -10.0% | -1.2% | -8.8% | -9.8% |
| 3M | -41.4% | +13.4% | -54.8% | -45.0% |
| 6M | -41.0% | -15.6% | -25.4% | -37.5% |
| YTD | -54.7% | -10.4% | -44.3% | -53.7% |
| 1Y | -45.3% | +5.5% | -50.8% | -49.0% |
| 3Y | +624.3% | +31.0% | +593.3% | +442.9% |
| 5Y | +329.1% | +41.8% | +287.3% | +188.7% |
| All | +329.1% | +44.0% | +285.1% | +188.7% |
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