+35.4%
AVAV vs ULTA
+67.7%
-32.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +9.9% | -0.2% | +10.1% | +10.0% |
| 30D | -5.4% | +16.1% | -21.6% | -9.2% |
| 3M | -36.5% | +21.7% | -58.3% | -40.0% |
| 6M | -25.3% | +28.7% | -54.0% | -30.4% |
| YTD | -48.6% | +8.9% | -57.5% | -50.1% |
| 1Y | -62.1% | +26.1% | -88.1% | -64.7% |
| 3Y | +2.3% | +69.1% | -66.8% | -15.1% |
| 5Y | +35.4% | +66.6% | -31.2% | +6.2% |
| All | +35.4% | +67.7% | -32.4% | +6.2% |
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 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