+40.6%
ADM vs ULTA
+6.6%
+34.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | +3.8% | +9.0% | -5.2% | +4.2% |
| 30D | +9.8% | +4.6% | +5.2% | +10.0% |
| 3M | +2.1% | +22.0% | -19.8% | +2.6% |
| 6M | +27.5% | -14.7% | +42.2% | +29.3% |
| YTD | +50.2% | -6.8% | +57.0% | +52.0% |
| 1Y | +40.6% | +6.5% | +34.1% | +42.3% |
| All | +40.6% | +6.6% | +34.0% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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