-69.3%
APTV vs ULTA
+44.7%
-113.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -1.1% |
| 7D | -5.0% | -3.1% | -2.0% | -3.9% |
| 30D | -6.1% | +2.8% | -8.9% | -7.3% |
| 3M | -33.0% | +14.8% | -47.8% | -36.8% |
| 6M | -35.2% | -16.2% | -19.0% | -31.6% |
| YTD | -40.1% | -9.6% | -30.5% | -39.0% |
| 1Y | -45.6% | +4.8% | -50.4% | -48.3% |
| 3Y | -54.4% | +30.7% | -85.0% | -63.2% |
| All | -69.3% | +44.7% | -113.9% | -78.5% |
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 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