+334.0%
ULTA vs ALLE
+260.9%
+73.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.7% |
| 7D | +9.0% | -0.2% | +9.2% | +9.1% |
| 30D | +4.6% | -6.8% | +11.4% | +8.3% |
| 3M | +22.0% | +21.0% | +0.9% | +9.8% |
| 6M | -14.7% | +1.1% | -15.8% | -16.1% |
| YTD | -6.8% | -0.5% | -6.2% | -8.2% |
| 1Y | +6.5% | -7.3% | +13.8% | +8.5% |
| 3Y | +35.6% | +42.3% | -6.7% | +7.0% |
| 5Y | +47.6% | +13.5% | +34.2% | +29.1% |
| 10Y | +128.9% | +144.0% | -15.2% | +34.6% |
| All | +334.0% | +260.9% | +73.1% | +117.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling