+145.9%
AR vs ULTA
+39.1%
+106.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.3% |
| 7D | -1.3% | -3.9% | +2.5% | -0.6% |
| 30D | +3.5% | -1.1% | +4.6% | +3.7% |
| 3M | +9.9% | +13.8% | -3.9% | +6.9% |
| 6M | +4.5% | -17.2% | +21.8% | +7.8% |
| YTD | +13.7% | -11.5% | +25.1% | +15.0% |
| 1Y | +19.2% | +3.9% | +15.3% | +15.6% |
| 3Y | +46.2% | +29.5% | +16.7% | +27.8% |
| 5Y | +145.9% | +42.9% | +103.0% | +102.8% |
| All | +145.9% | +39.1% | +106.8% | +102.8% |
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