+114.1%
AS vs ULTA
+8.4%
+105.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -2.0% |
| 7D | -2.6% | +0.7% | -3.3% | -2.8% |
| 30D | -22.1% | -2.8% | -19.3% | -21.5% |
| 3M | -15.3% | +18.7% | -34.0% | -20.2% |
| 6M | -15.6% | -15.0% | -0.5% | -12.0% |
| YTD | -23.2% | -9.2% | -14.0% | -21.8% |
| 1Y | -21.7% | +5.7% | -27.4% | -24.7% |
| All | +114.1% | +8.4% | +105.7% | +97.2% |
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