+112.6%
ULTA vs ABCL
-81.3%
+193.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | +9.0% | +0.7% | +8.3% | +8.9% |
| 30D | +4.6% | +93.1% | -88.5% | -1.6% |
| 3M | +22.0% | +79.4% | -57.5% | +14.8% |
| 6M | -14.7% | +214.9% | -229.6% | -24.2% |
| YTD | -6.8% | +234.2% | -241.0% | -18.0% |
| 1Y | +6.5% | +174.8% | -168.2% | -5.4% |
| 3Y | +35.6% | +104.5% | -68.9% | +18.2% |
| 5Y | +47.6% | -39.0% | +86.6% | +31.8% |
| All | +112.6% | -81.3% | +193.8% | +93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling