+2,140.3%
ULTA vs ARWR
-0.3%
+2,140.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | +2.5% | -17.8% | +20.3% | +3.9% |
| 30D | +11.5% | -18.1% | +29.7% | +13.1% |
| 3M | +28.1% | -44.2% | +72.3% | +33.7% |
| 6M | +34.2% | -38.6% | +72.9% | +38.5% |
| YTD | +9.2% | -28.0% | +37.2% | +10.9% |
| 1Y | +23.7% | +16.1% | +7.6% | +20.4% |
| 3Y | +69.2% | +84.0% | -14.8% | +53.8% |
| 5Y | +66.6% | -35.4% | +102.0% | +59.7% |
| 10Y | +176.6% | +1,043.1% | -866.5% | +109.5% |
| All | +2,140.3% | -0.3% | +2,140.5% | +1,697.1% |
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