+511.3%
AVAV vs ULTA
+127.6%
+383.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.6% | +4.7% |
| 7D | -0.1% | -3.9% | +3.8% | +0.9% |
| 30D | -25.0% | -1.1% | -23.9% | -24.9% |
| 3M | -15.0% | +13.8% | -28.7% | -18.0% |
| 6M | -33.6% | -17.2% | -16.4% | -30.8% |
| YTD | -39.2% | -11.5% | -27.7% | -37.7% |
| 1Y | -40.5% | +3.9% | -44.4% | -41.6% |
| 3Y | +29.6% | +29.5% | +0.1% | +17.0% |
| 5Y | +56.7% | +42.9% | +13.8% | +34.8% |
| All | +511.3% | +127.6% | +383.7% | +355.5% |
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