+440.3%
AXP vs ULTA
+193.5%
+246.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.1% | -0.2% |
| 7D | -1.1% | +4.3% | -5.4% | -2.8% |
| 30D | +5.2% | +16.6% | -11.4% | -1.1% |
| 3M | -4.6% | +17.7% | -22.3% | -10.9% |
| 6M | +3.2% | +27.5% | -24.3% | -7.1% |
| YTD | -11.3% | +9.9% | -21.3% | -16.3% |
| 1Y | -11.0% | +28.5% | -39.5% | -21.6% |
| 3Y | +120.2% | +71.1% | +49.1% | +63.0% |
| 5Y | +91.7% | +68.3% | +23.4% | +38.2% |
| 10Y | +440.3% | +181.4% | +258.9% | +171.4% |
| All | +440.3% | +193.5% | +246.9% | +171.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling