+6.5%
ULTA vs ACGL
+4.8%
+1.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.5% |
| 7D | +9.0% | -0.7% | +9.8% | +9.1% |
| 30D | +4.6% | -1.0% | +5.6% | +4.7% |
| 3M | +22.0% | +11.0% | +10.9% | +20.3% |
| 6M | -14.7% | -0.3% | -14.4% | -15.0% |
| YTD | -6.8% | +2.3% | -9.0% | -7.2% |
| 1Y | +6.5% | +6.4% | +0.2% | +6.2% |
| All | +6.5% | +4.8% | +1.7% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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