+6.5%
ULTA vs ARWR
+208.4%
-201.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +9.0% | +1.7% | +7.3% | +8.9% |
| 30D | +4.6% | -0.7% | +5.2% | +4.6% |
| 3M | +22.0% | +14.9% | +7.1% | +21.1% |
| 6M | -14.7% | +32.6% | -47.3% | -16.4% |
| YTD | -6.8% | +30.0% | -36.8% | -8.7% |
| 1Y | +6.5% | +208.4% | -201.8% | -0.6% |
| All | +6.5% | +208.4% | -201.8% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1y: compounded portfolio wealth divided by compounded ARWR 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…
1y analysis · Full analysis span regression · 6 months rolling