+46.0%
ULTA vs ALLE
+17.0%
+29.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -2.0% | -2.4% |
| 7D | +0.7% | +2.8% | -2.1% | -0.4% |
| 30D | -2.8% | -7.6% | +4.8% | +0.3% |
| 3M | +18.7% | +22.8% | -4.1% | +8.6% |
| 6M | -15.0% | +4.6% | -19.6% | -17.2% |
| YTD | -9.2% | -1.2% | -8.0% | -10.1% |
| 1Y | +5.7% | -9.1% | +14.8% | +8.5% |
| 3Y | +32.8% | +50.0% | -17.2% | +6.0% |
| 5Y | +46.0% | +15.2% | +30.7% | +29.5% |
| All | +46.0% | +17.0% | +29.0% | +29.5% |
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