+4,917.0%
ULTA vs BUD
+201.1%
+4,715.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +9.0% | +0.3% | +8.7% | +8.9% |
| 30D | +4.6% | -5.7% | +10.2% | +7.2% |
| 3M | +22.0% | +3.1% | +18.8% | +20.2% |
| 6M | -14.7% | +7.9% | -22.6% | -17.9% |
| YTD | -6.8% | +27.3% | -34.1% | -16.7% |
| 1Y | +6.5% | +37.8% | -31.3% | -8.3% |
| 3Y | +35.6% | +49.8% | -14.2% | +9.6% |
| 5Y | +47.6% | +43.8% | +3.8% | +18.5% |
| 10Y | +128.9% | -22.6% | +151.5% | +114.4% |
| All | +4,917.0% | +201.1% | +4,715.9% | +2,558.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling