+192.1%
AU vs ULTA
+1,575.4%
-1,383.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.3% |
| 7D | -4.3% | -3.1% | -1.2% | -4.0% |
| 30D | +7.3% | +2.8% | +4.5% | +7.0% |
| 3M | +26.3% | +14.8% | +11.6% | +24.7% |
| 6M | +1.8% | -16.2% | +18.0% | +3.2% |
| YTD | +26.8% | -9.6% | +36.4% | +27.7% |
| 1Y | +66.7% | +4.8% | +61.9% | +65.6% |
| 3Y | +579.1% | +30.7% | +548.4% | +555.4% |
| 5Y | +689.3% | +45.9% | +643.5% | +648.5% |
| 10Y | +686.6% | +129.0% | +557.6% | +581.2% |
| All | +192.1% | +1,575.4% | -1,383.4% | +63.1% |
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