+52.6%
ULTA vs ADVB
-89.4%
+142.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +4.0% | -1.3% |
| 7D | -1.8% | -13.0% | +11.2% | -1.7% |
| 30D | -1.2% | +7.5% | -8.7% | -1.3% |
| 3M | +13.4% | +129.1% | -115.7% | +9.8% |
| 6M | -15.6% | +71.7% | -87.3% | -18.2% |
| YTD | -10.4% | +45.5% | -56.0% | -12.6% |
| 1Y | +5.5% | -2.7% | +8.2% | +4.1% |
| All | +52.6% | -89.4% | +142.0% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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