+29.5%
ULTA vs ARWR
+173.2%
-143.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.0% |
| 7D | -1.8% | -3.2% | +1.4% | -1.4% |
| 30D | -1.2% | -6.5% | +5.2% | -0.5% |
| 3M | +13.4% | +12.7% | +0.7% | +11.4% |
| 6M | -15.6% | +36.2% | -51.8% | -19.2% |
| YTD | -10.4% | +24.5% | -34.9% | -13.6% |
| 1Y | +5.5% | +198.0% | -192.5% | -10.1% |
| All | +29.5% | +173.2% | -143.6% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling