+1,812.9%
ULTA vs ACGL
+1,189.6%
+623.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +2.2% |
| 7D | +9.0% | -0.7% | +9.8% | +9.4% |
| 30D | +4.6% | -1.0% | +5.6% | +5.1% |
| 3M | +22.0% | +11.0% | +10.9% | +14.4% |
| 6M | -14.7% | -0.3% | -14.4% | -15.1% |
| YTD | -6.8% | +2.3% | -9.0% | -9.0% |
| 1Y | +6.5% | +6.4% | +0.2% | +1.2% |
| 3Y | +35.6% | +34.0% | +1.6% | +6.7% |
| 5Y | +47.6% | +161.6% | -114.0% | -27.4% |
| 10Y | +128.9% | +278.6% | -149.7% | -18.0% |
| All | +1,812.9% | +1,189.6% | +623.3% | +174.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling