+120.4%
AS vs ULTA
+11.4%
+109.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.2% |
| 7D | -4.9% | +9.0% | -13.9% | -7.6% |
| 30D | -19.6% | +4.6% | -24.2% | -20.9% |
| 3M | -14.4% | +22.0% | -36.3% | -20.0% |
| 6M | -20.1% | -14.7% | -5.4% | -16.9% |
| YTD | -20.9% | -6.8% | -14.2% | -20.2% |
| 1Y | -21.9% | +6.5% | -28.4% | -25.0% |
| All | +120.4% | +11.4% | +109.0% | +101.2% |
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 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