+62.0%
ULTA vs ALC
+24.0%
+38.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.3% |
| 7D | +9.0% | -2.1% | +11.1% | +10.1% |
| 30D | +4.6% | -0.1% | +4.7% | +4.6% |
| 3M | +22.0% | +5.9% | +16.1% | +18.6% |
| 6M | -14.7% | -15.9% | +1.2% | -8.2% |
| YTD | -6.8% | -10.1% | +3.3% | -3.1% |
| 1Y | +6.5% | -10.2% | +16.8% | +10.5% |
| 3Y | +35.6% | -13.6% | +49.2% | +37.6% |
| 5Y | +47.6% | -15.1% | +62.8% | +48.5% |
| All | +62.0% | +24.0% | +38.0% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling