-33.6%
APP vs ULTA
-16.3%
-17.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +1.0% | +2.2% |
| 7D | +0.9% | +9.0% | -8.1% | +0.7% |
| 30D | -23.3% | +4.6% | -27.8% | -23.2% |
| 3M | -42.6% | +22.0% | -64.6% | -42.6% |
| 6M | -33.6% | -14.7% | -18.9% | -34.6% |
| All | -33.6% | -16.3% | -17.3% | -34.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling