+64.5%
ULTA vs ARWR
-34.9%
+99.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | +2.5% | -17.8% | +20.3% | +4.8% |
| 30D | +11.5% | -18.1% | +29.7% | +14.1% |
| 3M | +28.1% | -44.2% | +72.3% | +37.5% |
| 6M | +34.2% | -38.6% | +72.9% | +41.4% |
| YTD | +9.2% | -28.0% | +37.2% | +11.8% |
| 1Y | +23.7% | +16.1% | +7.6% | +16.9% |
| 3Y | +69.2% | +84.0% | -14.8% | +37.6% |
| All | +64.5% | -34.9% | +99.3% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling