+4.8%
ULTA vs BUD
+34.7%
-30.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.3% | +1.9% |
| 7D | -3.1% | -2.6% | -0.4% | -2.4% |
| 30D | +2.8% | -1.2% | +4.0% | +3.1% |
| 3M | +14.8% | -4.9% | +19.7% | +16.1% |
| 6M | -16.2% | +9.3% | -25.5% | -17.8% |
| YTD | -9.6% | +24.0% | -33.6% | -13.1% |
| 1Y | +4.8% | +34.5% | -29.8% | +1.1% |
| All | +4.8% | +34.7% | -30.0% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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