-35.1%
AUR vs ULTA
+44.7%
-79.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +0.4% |
| 7D | +1.4% | -3.1% | +4.5% | +3.2% |
| 30D | -6.4% | +2.8% | -9.2% | -8.8% |
| 3M | +7.7% | +14.8% | -7.1% | -2.3% |
| 6M | +44.5% | -16.2% | +60.7% | +57.0% |
| YTD | +67.4% | -9.6% | +77.1% | +72.8% |
| 1Y | +15.4% | +4.8% | +10.7% | +6.8% |
| 3Y | +94.8% | +30.7% | +64.2% | +43.0% |
| All | -35.1% | +44.7% | -79.8% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling