+967.2%
AWK vs ULTA
+4,044.6%
-3,077.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | 0.0% |
| 7D | +2.2% | +0.7% | +1.5% | +2.1% |
| 30D | +4.4% | -2.8% | +7.3% | +4.7% |
| 3M | +15.4% | +18.7% | -3.3% | +13.3% |
| 6M | +3.5% | -15.0% | +18.5% | +4.8% |
| YTD | +9.8% | -9.2% | +19.0% | +10.3% |
| 1Y | +3.0% | +5.7% | -2.7% | +1.7% |
| 3Y | +9.7% | +32.8% | -23.1% | +4.4% |
| 5Y | -17.2% | +46.0% | -63.1% | -22.6% |
| 10Y | +126.1% | +125.5% | +0.6% | +94.0% |
| All | +967.2% | +4,044.6% | -3,077.4% | +523.6% |
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