+46.0%
ULTA vs ALK
-28.9%
+74.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.8% |
| 7D | +0.7% | +0.1% | +0.5% | +0.6% |
| 30D | -2.8% | -18.5% | +15.6% | +2.9% |
| 3M | +18.7% | -3.6% | +22.2% | +18.9% |
| 6M | -15.0% | -3.7% | -11.3% | -15.6% |
| YTD | -9.2% | -19.0% | +9.8% | -5.9% |
| 1Y | +5.7% | -36.0% | +41.7% | +16.8% |
| 3Y | +32.8% | +2.3% | +30.4% | +18.5% |
| 5Y | +46.0% | -27.8% | +73.7% | +42.1% |
| All | +46.0% | -28.9% | +74.8% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling