+38.4%
AR vs ULTA
+132.3%
-93.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.5% |
| 7D | -2.5% | -3.1% | +0.6% | -1.6% |
| 30D | +2.5% | +2.8% | -0.3% | +1.5% |
| 3M | +12.3% | +14.8% | -2.5% | +6.8% |
| 6M | -3.1% | -16.2% | +13.1% | +0.9% |
| YTD | +11.5% | -9.6% | +21.1% | +12.6% |
| 1Y | +17.0% | +4.8% | +12.3% | +11.6% |
| 3Y | +47.3% | +30.7% | +16.6% | +23.2% |
| 5Y | +141.2% | +45.9% | +95.4% | +87.3% |
| All | +38.4% | +132.3% | -93.9% | -17.2% |
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