+127.0%
ULTA vs ALLE
+146.0%
-19.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.4% | +0.1% |
| 7D | -1.8% | -2.2% | +0.4% | -0.7% |
| 30D | -1.2% | -8.3% | +7.1% | +3.3% |
| 3M | +13.4% | +16.3% | -2.9% | +3.9% |
| 6M | -15.6% | +1.8% | -17.4% | -17.4% |
| YTD | -10.4% | -3.9% | -6.5% | -10.3% |
| 1Y | +5.5% | -10.0% | +15.5% | +9.1% |
| 3Y | +31.0% | +45.8% | -14.9% | +0.5% |
| 5Y | +41.8% | +13.3% | +28.5% | +23.3% |
| 10Y | +127.0% | +155.3% | -28.3% | +35.9% |
| All | +127.0% | +146.0% | -19.0% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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