-27.4%
AVTR vs ULTA
+31.2%
-58.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.1% |
| 7D | -1.1% | -3.1% | +2.0% | -0.1% |
| 30D | +6.3% | +2.8% | +3.5% | +5.2% |
| 3M | +53.3% | +14.8% | +38.5% | +46.2% |
| 6M | +78.6% | -16.2% | +94.9% | +86.7% |
| YTD | +29.2% | -9.6% | +38.9% | +31.8% |
| 1Y | +13.8% | +4.8% | +9.1% | +10.4% |
| 3Y | -27.4% | +30.7% | -58.1% | -40.9% |
| All | -27.4% | +31.2% | -58.7% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling