+86.1%
ULTA vs ADVB
-96.8%
+182.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -23.6% | +25.1% | +1.5% |
| 7D | +2.5% | +27.8% | -25.3% | +2.4% |
| 30D | +11.5% | -50.8% | +62.3% | +11.7% |
| 3M | +28.1% | -70.5% | +98.7% | +28.5% |
| 6M | +34.2% | -46.7% | +81.0% | +31.2% |
| YTD | +9.2% | -56.7% | +65.9% | +6.8% |
| 1Y | +23.7% | -71.8% | +95.5% | +23.8% |
| All | +86.1% | -96.8% | +182.9% | +146.6% |
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