+29.5%
ULTA vs ALC
-16.2%
+45.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -1.8% | -5.3% | +3.5% | -0.4% |
| 30D | -1.2% | -7.1% | +5.8% | +0.7% |
| 3M | +13.4% | +0.8% | +12.6% | +13.2% |
| 6M | -15.6% | -16.0% | +0.4% | -12.3% |
| YTD | -10.4% | -12.7% | +2.3% | -7.9% |
| 1Y | +5.5% | -12.8% | +18.3% | +8.4% |
| All | +29.5% | -16.2% | +45.7% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling