+174.8%
ULTA vs ALK
-45.9%
+220.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +2.0% |
| 7D | +2.5% | -1.2% | +3.6% | +2.8% |
| 30D | +11.5% | +7.7% | +3.8% | +8.0% |
| 3M | +28.1% | -19.0% | +47.1% | +37.6% |
| 6M | +34.2% | -0.2% | +34.4% | +31.1% |
| YTD | +9.2% | -23.5% | +32.7% | +15.8% |
| 1Y | +23.7% | -9.1% | +32.9% | +22.3% |
| 3Y | +69.2% | +12.0% | +57.2% | +39.4% |
| 5Y | +66.6% | -30.9% | +97.5% | +64.0% |
| All | +174.8% | -45.9% | +220.7% | +146.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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