+117.0%
AXP vs ULTA
+47.1%
+69.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.5% |
| 7D | -2.1% | +9.0% | -11.1% | -4.5% |
| 30D | -6.5% | +4.6% | -11.1% | -7.9% |
| 3M | +4.6% | +22.0% | -17.3% | -1.6% |
| 6M | +5.4% | -14.7% | +20.1% | +9.4% |
| YTD | -11.1% | -6.8% | -4.4% | -10.3% |
| 1Y | -0.3% | +6.5% | -6.8% | -3.9% |
| 3Y | +111.6% | +35.6% | +76.0% | +79.9% |
| All | +117.0% | +47.1% | +69.9% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling