+41.8%
ULTA vs ACGL
+152.7%
-110.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.5% |
| 7D | -1.8% | -2.1% | +0.3% | -1.2% |
| 30D | -1.2% | -2.2% | +0.9% | -0.7% |
| 3M | +13.4% | +6.3% | +7.1% | +11.3% |
| 6M | -15.6% | +0.5% | -16.1% | -15.9% |
| YTD | -10.4% | +0.2% | -10.6% | -10.9% |
| 1Y | +5.5% | +7.3% | -1.8% | +2.7% |
| 3Y | +31.0% | +30.8% | +0.1% | +16.7% |
| 5Y | +41.8% | +155.8% | -113.9% | -13.4% |
| All | +41.8% | +152.7% | -110.9% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling