+464.9%
AXP vs ULTA
+124.2%
+340.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +1.0% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | -4.3% | -2.8% | -1.5% | -3.5% |
| 3M | +4.7% | +18.7% | -14.0% | -2.7% |
| 6M | +9.0% | -15.0% | +24.0% | +14.4% |
| YTD | -11.1% | -9.2% | -1.9% | -9.4% |
| 1Y | +1.3% | +5.7% | -4.4% | -3.5% |
| 3Y | +114.5% | +32.8% | +81.7% | +76.8% |
| 5Y | +118.0% | +46.0% | +72.1% | +65.8% |
| 10Y | +464.9% | +125.5% | +339.4% | +216.1% |
| All | +464.9% | +124.2% | +340.7% | +216.1% |
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