+288.6%
AZO vs ULTA
+132.3%
+156.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.2% | -0.6% |
| 7D | -3.6% | -3.1% | -0.5% | -2.9% |
| 30D | -5.6% | +2.8% | -8.4% | -6.2% |
| 3M | -6.6% | +14.8% | -21.4% | -9.8% |
| 6M | -22.5% | -16.2% | -6.3% | -19.9% |
| YTD | -15.2% | -9.6% | -5.6% | -14.0% |
| 1Y | -33.9% | +4.8% | -38.7% | -35.6% |
| 3Y | +11.8% | +30.7% | -18.9% | +0.1% |
| 5Y | +85.5% | +45.9% | +39.7% | +58.2% |
| All | +288.6% | +132.3% | +156.3% | +170.3% |
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