+407.1%
ULTA vs ALLE
+340.4%
+66.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | -0.2% | -0.8% | +0.6% | +0.2% |
| 30D | +16.1% | +27.4% | -11.2% | +2.5% |
| 3M | +21.7% | +13.8% | +7.9% | +13.6% |
| 6M | +28.7% | +45.5% | -16.8% | +5.1% |
| YTD | +8.9% | +21.4% | -12.5% | -3.4% |
| 1Y | +26.1% | +15.4% | +10.7% | +14.6% |
| 3Y | +69.1% | +91.7% | -22.6% | +13.9% |
| 5Y | +66.6% | +54.5% | +12.1% | +23.6% |
| 10Y | +175.9% | +210.5% | -34.6% | +43.8% |
| All | +407.1% | +340.4% | +66.6% | +128.4% |
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