+27.9%
ULTA vs AHR
+26.3%
+1.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.4% | +3.6% |
| 7D | +6.7% | +9.5% | -2.8% | +5.1% |
| 30D | +21.7% | +11.7% | +10.0% | +19.5% |
| 3M | +21.5% | +4.0% | +17.5% | +20.5% |
| 6M | +27.5% | +13.5% | +14.0% | +24.9% |
| YTD | +9.2% | +21.6% | -12.4% | +6.8% |
| 1Y | +27.9% | +25.1% | +2.8% | +26.5% |
| All | +27.9% | +26.3% | +1.6% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 1y: compounded portfolio wealth divided by compounded AHR 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…
1y analysis · Full analysis span regression · 6 months rolling