+1,812.9%
ULTA vs ARWR
+80.3%
+1,732.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.3% |
| 6M | -14.7% | +32.6% | -47.3% | -17.0% |
| YTD | -6.8% | +30.0% | -36.8% | -9.3% |
| 1Y | +6.5% | +208.4% | -201.8% | -3.9% |
| 3Y | +35.6% | +208.8% | -173.2% | +18.6% |
| 5Y | +47.6% | +27.8% | +19.8% | +34.5% |
| 10Y | +128.9% | +1,107.6% | -978.7% | +69.9% |
| All | +1,812.9% | +80.3% | +1,732.7% | +1,369.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling