-25.5%
AR vs ULTA
+449.3%
-474.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | +7.4% | +2.5% | +4.9% | +6.6% |
| 30D | +5.8% | +11.5% | -5.8% | +2.2% |
| 3M | +5.2% | +28.1% | -22.9% | -2.5% |
| 6M | +5.4% | +34.2% | -28.8% | -4.2% |
| YTD | +12.4% | +9.2% | +3.2% | +7.1% |
| 1Y | +12.8% | +23.7% | -10.9% | +3.0% |
| 3Y | +47.2% | +69.2% | -22.0% | +16.5% |
| 5Y | +101.1% | +66.6% | +34.5% | +57.0% |
| 10Y | +57.6% | +176.6% | -119.0% | -1.8% |
| All | -25.5% | +449.3% | -474.8% | -58.3% |
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