+121.0%
ULTA vs ALK
-37.3%
+158.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -3.9% | -3.1% | -0.7% | -2.7% |
| 30D | -1.1% | -17.1% | +16.1% | +6.0% |
| 3M | +13.8% | -3.8% | +17.5% | +14.1% |
| 6M | -17.2% | -5.3% | -12.0% | -17.8% |
| YTD | -11.5% | -20.3% | +8.8% | -6.9% |
| 1Y | +3.9% | -36.0% | +39.9% | +18.2% |
| 3Y | +29.5% | +0.8% | +28.7% | +12.6% |
| 5Y | +42.9% | -28.5% | +71.4% | +39.2% |
| All | +121.0% | -37.3% | +158.3% | +65.0% |
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