+4.8%
ULTA vs ALLE
-10.0%
+14.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.8% |
| 7D | -3.1% | -2.4% | -0.7% | -2.7% |
| 30D | +2.8% | -7.7% | +10.5% | +4.2% |
| 3M | +14.8% | +15.2% | -0.4% | +12.3% |
| 6M | -16.2% | +5.4% | -21.6% | -17.7% |
| YTD | -9.6% | -2.9% | -6.7% | -12.7% |
| 1Y | +4.8% | -12.8% | +17.5% | +4.6% |
| All | +4.8% | -10.0% | +14.8% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling