+32.8%
ULTA vs ABCL
+105.4%
-72.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +0.7% | +1.4% | -0.8% | +0.5% |
| 30D | -2.8% | +65.1% | -67.9% | -7.4% |
| 3M | +18.7% | +111.1% | -92.4% | +9.6% |
| 6M | -15.0% | +231.6% | -246.6% | -25.9% |
| YTD | -9.2% | +234.5% | -243.7% | -21.5% |
| 1Y | +5.7% | +174.3% | -168.7% | -7.6% |
| 3Y | +32.8% | +111.5% | -78.7% | +10.0% |
| All | +32.8% | +105.4% | -72.6% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling