+89.7%
ULTA vs ALC
+30.4%
+59.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | 0.0% |
| 7D | +2.5% | -1.1% | +3.6% | +3.0% |
| 30D | +11.5% | +16.0% | -4.5% | +3.9% |
| 3M | +28.1% | +0.8% | +27.3% | +27.5% |
| 6M | +34.2% | +16.8% | +17.4% | +24.3% |
| YTD | +9.2% | -5.5% | +14.7% | +10.6% |
| 1Y | +23.7% | -5.3% | +29.0% | +25.3% |
| 3Y | +69.2% | +4.1% | +65.1% | +54.7% |
| 5Y | +66.6% | -7.1% | +73.7% | +59.9% |
| All | +89.7% | +30.4% | +59.4% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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