+487.5%
ULTA vs ALM
+7,705.7%
-7,218.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.3% |
| 7D | +9.0% | -2.6% | +11.6% | +9.0% |
| 30D | +4.6% | +32.0% | -27.4% | +4.5% |
| 3M | +22.0% | -15.0% | +37.0% | +22.0% |
| 6M | -14.7% | -10.1% | -4.6% | -14.7% |
| YTD | -6.8% | +99.4% | -106.2% | -7.0% |
| 1Y | +6.5% | +316.4% | -309.8% | +6.0% |
| 3Y | +35.6% | +2,022.0% | -1,986.4% | +34.0% |
| 5Y | +47.6% | +941.2% | -893.6% | +46.1% |
| 10Y | +128.9% | +2,950.3% | -2,821.5% | +125.7% |
| All | +487.5% | +7,705.7% | -7,218.2% | +475.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling