+175.9%
ULTA vs ACGL
+329.5%
-153.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.2% | -1.4% | +1.1% | +0.4% |
| 30D | +16.1% | +12.4% | +3.8% | +9.8% |
| 3M | +21.7% | +11.1% | +10.6% | +15.6% |
| 6M | +28.7% | +16.3% | +12.4% | +19.1% |
| YTD | +8.9% | +13.8% | -4.9% | +1.4% |
| 1Y | +26.1% | +20.4% | +5.6% | +14.0% |
| 3Y | +69.1% | +33.6% | +35.5% | +39.6% |
| 5Y | +66.6% | +176.8% | -110.2% | -13.5% |
| 10Y | +175.9% | +324.6% | -148.7% | +18.2% |
| All | +175.9% | +329.5% | -153.5% | +18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling