-18.4%
APTV vs ULTA
+132.3%
-150.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -1.2% |
| 7D | -5.0% | -3.1% | -2.0% | -3.7% |
| 30D | -6.1% | +2.8% | -8.9% | -7.5% |
| 3M | -33.0% | +14.8% | -47.8% | -37.4% |
| 6M | -35.2% | -16.2% | -19.0% | -31.5% |
| YTD | -40.1% | -9.6% | -30.5% | -38.9% |
| 1Y | -45.6% | +4.8% | -50.4% | -48.5% |
| 3Y | -54.4% | +30.7% | -85.0% | -63.0% |
| 5Y | -68.9% | +45.9% | -114.8% | -76.6% |
| All | -18.4% | +132.3% | -150.7% | -53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling