+42.9%
ULTA vs ALM
+856.4%
-813.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.6% | +8.5% | -0.9% |
| 7D | -3.9% | -7.1% | +3.3% | -3.7% |
| 30D | -1.1% | +24.7% | -25.7% | -1.9% |
| 3M | +13.8% | +8.3% | +5.5% | +13.0% |
| 6M | -17.2% | -22.2% | +4.9% | -17.2% |
| YTD | -11.5% | +88.1% | -99.5% | -13.4% |
| 1Y | +3.9% | +272.4% | -268.4% | -0.3% |
| 3Y | +29.5% | +2,004.1% | -1,974.7% | +13.0% |
| 5Y | +42.9% | +915.8% | -872.9% | +30.0% |
| All | +42.9% | +856.4% | -813.5% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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