+41.0%
AVAV vs ULTA
+44.9%
-3.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.5% | +3.5% |
| 7D | +3.2% | +0.7% | +2.5% | +3.0% |
| 30D | -20.3% | -2.8% | -17.5% | -19.9% |
| 3M | -19.4% | +18.7% | -38.1% | -23.2% |
| 6M | -35.3% | -15.0% | -20.2% | -33.0% |
| YTD | -38.5% | -9.2% | -29.3% | -37.3% |
| 1Y | -37.2% | +5.7% | -42.9% | -38.5% |
| 3Y | +31.1% | +32.8% | -1.7% | +17.6% |
| 5Y | +41.0% | +46.0% | -4.9% | +21.1% |
| All | +41.0% | +44.9% | -3.9% | +21.1% |
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 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