+2,153.0%
ULTA vs ALK
+603.9%
+1,549.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +4.6% | +12.9% | -8.3% | -0.1% |
| 30D | +16.5% | +5.5% | +10.9% | +13.7% |
| 3M | +21.1% | -12.1% | +33.2% | +26.0% |
| 6M | +27.4% | +1.7% | +25.7% | +23.8% |
| YTD | +9.8% | -17.4% | +27.2% | +13.1% |
| 1Y | +28.6% | -1.9% | +30.6% | +23.9% |
| 3Y | +70.5% | +21.2% | +49.2% | +40.3% |
| 5Y | +69.8% | -27.8% | +97.6% | +65.9% |
| 10Y | +180.8% | -41.0% | +221.8% | +164.1% |
| All | +2,153.0% | +603.9% | +1,549.1% | +587.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling