+172.4%
APTV vs ULTA
+665.8%
-493.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.3% | -2.2% |
| 7D | -1.2% | -1.8% | +0.6% | -0.4% |
| 30D | -10.6% | -1.2% | -9.4% | -10.5% |
| 3M | -35.0% | +13.4% | -48.4% | -38.4% |
| 6M | -38.9% | -15.6% | -23.3% | -36.0% |
| YTD | -41.5% | -10.4% | -31.1% | -40.2% |
| 1Y | -45.8% | +5.5% | -51.3% | -48.3% |
| 3Y | -55.7% | +31.0% | -86.7% | -62.8% |
| 5Y | -70.1% | +41.8% | -111.9% | -75.9% |
| 10Y | -19.1% | +127.0% | -146.1% | -48.9% |
| All | +172.4% | +665.8% | -493.4% | +25.9% |
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