+380.9%
AVAV vs ULTA
+1,919.6%
-1,538.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| 3M | -36.5% | +21.7% | -58.3% | -39.0% |
| 6M | -25.3% | +28.7% | -54.0% | -28.9% |
| YTD | -48.6% | +8.9% | -57.5% | -49.6% |
| 1Y | -62.1% | +26.1% | -88.1% | -64.0% |
| 3Y | +2.3% | +69.1% | -66.8% | -9.5% |
| 5Y | +35.4% | +66.6% | -31.2% | +18.7% |
| 10Y | +345.1% | +175.9% | +169.2% | +241.1% |
| All | +380.9% | +1,919.6% | -1,538.7% | +149.4% |
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