+42.9%
ULTA vs ALC
-19.4%
+62.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.3% |
| 7D | -3.9% | -7.7% | +3.8% | -1.4% |
| 30D | -1.1% | -11.7% | +10.6% | +3.0% |
| 3M | +13.8% | +0.7% | +13.1% | +13.6% |
| 6M | -17.2% | -17.1% | -0.2% | -12.6% |
| YTD | -11.5% | -15.1% | +3.7% | -7.4% |
| 1Y | +3.9% | -14.1% | +18.0% | +8.2% |
| 3Y | +29.5% | -18.2% | +47.6% | +34.2% |
| 5Y | +42.9% | -19.2% | +62.1% | +56.4% |
| All | +42.9% | -19.4% | +62.3% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling