+391.7%
APP vs ULTA
+70.8%
+320.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +1.0% | +1.7% |
| 7D | +0.9% | +9.0% | -8.1% | -2.8% |
| 30D | -23.3% | +4.6% | -27.8% | -24.9% |
| 3M | -42.6% | +22.0% | -64.6% | -47.9% |
| 6M | -33.6% | -14.7% | -18.9% | -30.0% |
| YTD | -52.4% | -6.8% | -45.7% | -52.2% |
| 1Y | -35.9% | +6.5% | -42.4% | -40.2% |
| 3Y | +642.2% | +35.6% | +606.6% | +456.4% |
| 5Y | +311.1% | +47.6% | +263.4% | +184.1% |
| All | +391.7% | +70.8% | +320.8% | +206.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling