+27.9%
ULTA vs ABCL
+138.2%
-110.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.2% | +4.0% |
| 7D | +6.7% | -10.0% | +16.7% | +6.9% |
| 30D | +21.7% | -10.9% | +32.6% | +22.1% |
| 3M | +21.5% | +101.6% | -80.2% | +18.2% |
| 6M | +27.5% | +167.5% | -140.0% | +19.4% |
| YTD | +9.2% | +259.1% | -249.9% | -1.5% |
| 1Y | +27.9% | +152.2% | -124.3% | +15.7% |
| All | +27.9% | +138.2% | -110.3% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling