+2,107.4%
ULTA vs ACGL
+1,336.0%
+771.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +0.2% | -1.2% | +1.4% | +0.8% |
| 30D | +12.4% | +12.8% | -0.4% | +5.0% |
| 3M | +22.4% | +12.3% | +10.1% | +14.4% |
| 6M | +28.9% | +15.8% | +13.0% | +17.7% |
| YTD | +7.6% | +13.9% | -6.3% | -1.4% |
| 1Y | +21.6% | +19.0% | +2.6% | +8.6% |
| 3Y | +67.0% | +33.7% | +33.4% | +33.0% |
| 5Y | +64.2% | +173.4% | -109.2% | -20.8% |
| 10Y | +172.5% | +324.9% | -152.3% | -8.7% |
| All | +2,107.4% | +1,336.0% | +771.4% | +197.7% |
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