+66.6%
ULTA vs ALLE
+54.3%
+12.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | -0.2% | -0.8% | +0.6% | +0.1% |
| 30D | +16.1% | +27.4% | -11.2% | +5.0% |
| 3M | +21.7% | +13.8% | +7.9% | +15.1% |
| 6M | +28.7% | +45.5% | -16.8% | +9.4% |
| YTD | +8.9% | +21.4% | -12.5% | -1.1% |
| 1Y | +26.1% | +15.4% | +10.7% | +17.0% |
| 3Y | +69.1% | +91.7% | -22.6% | +20.5% |
| 5Y | +66.6% | +54.5% | +12.1% | +37.8% |
| All | +66.6% | +54.3% | +12.3% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling