+459.1%
AVAV vs ULTA
+1,628.6%
-1,169.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.0% |
| 7D | -2.2% | +9.0% | -11.2% | -3.8% |
| 30D | -13.9% | +4.6% | -18.5% | -14.7% |
| 3M | -29.2% | +22.0% | -51.2% | -32.0% |
| 6M | -36.1% | -14.7% | -21.4% | -34.5% |
| YTD | -40.2% | -6.8% | -33.4% | -39.7% |
| 1Y | -36.2% | +6.5% | -42.7% | -37.4% |
| 3Y | +47.5% | +35.6% | +11.9% | +36.0% |
| 5Y | +39.3% | +47.6% | -8.4% | +24.8% |
| 10Y | +482.6% | +128.9% | +353.7% | +361.6% |
| All | +459.1% | +1,628.6% | -1,169.4% | +198.9% |
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