+5.2%
AVTR vs ULTA
+60.3%
-55.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.8% |
| 7D | +7.4% | +0.7% | +6.7% | +7.1% |
| 30D | +12.2% | -2.8% | +15.0% | +13.0% |
| 3M | +57.4% | +18.7% | +38.7% | +47.7% |
| 6M | +86.7% | -15.0% | +101.7% | +95.3% |
| YTD | +33.1% | -9.2% | +42.3% | +35.9% |
| 1Y | +16.1% | +5.7% | +10.5% | +12.2% |
| 3Y | -24.6% | +32.8% | -57.4% | -35.2% |
| 5Y | -63.5% | +46.0% | -109.4% | -70.7% |
| All | +5.2% | +60.3% | -55.1% | -36.7% |
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