+44.6%
AU vs ULTA
+27.7%
+16.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.1% | +3.9% | +7.0% |
| 7D | +0.8% | +6.7% | -5.9% | -0.7% |
| 30D | -7.0% | +21.7% | -28.7% | -11.4% |
| 3M | +8.5% | +21.5% | -12.9% | +3.4% |
| 6M | -1.3% | +27.5% | -28.8% | -6.7% |
| YTD | +6.8% | +9.2% | -2.4% | +6.3% |
| 1Y | +44.6% | +27.9% | +16.7% | +39.2% |
| All | +44.6% | +27.7% | +16.9% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling