-0.3%
BA vs ULTA
+32.1%
-32.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.1% |
| 7D | +2.5% | +0.7% | +1.8% | +2.3% |
| 30D | -10.1% | -2.8% | -7.3% | -9.6% |
| 3M | -2.4% | +18.7% | -21.1% | -6.2% |
| 6M | -8.8% | -15.0% | +6.2% | -6.3% |
| YTD | -2.9% | -9.2% | +6.3% | -1.8% |
| 1Y | -8.8% | +5.7% | -14.4% | -11.1% |
| 3Y | -0.3% | +32.8% | -33.0% | -16.8% |
| All | -0.3% | +32.1% | -32.3% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling