-24.9%
AR vs ULTA
+356.7%
-381.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.1% |
| 7D | -1.8% | +0.7% | -2.5% | -2.0% |
| 30D | +12.6% | -2.8% | +15.4% | +13.3% |
| 3M | +10.0% | +18.7% | -8.7% | +4.1% |
| 6M | +0.6% | -15.0% | +15.7% | +3.9% |
| YTD | +13.4% | -9.2% | +22.6% | +14.4% |
| 1Y | +21.7% | +5.7% | +16.0% | +16.5% |
| 3Y | +45.8% | +32.8% | +13.1% | +24.3% |
| 5Y | +144.3% | +46.0% | +98.3% | +97.3% |
| 10Y | +41.8% | +125.5% | -83.7% | -6.4% |
| All | -24.9% | +356.7% | -381.5% | -55.5% |
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 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