+21.5%
ADM vs ULTA
+30.1%
-8.5%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.8% | +2.5% |
| 7D | +1.4% | -1.8% | +3.2% | +1.5% |
| 30D | +8.2% | -1.2% | +9.5% | +8.3% |
| 3M | +8.7% | +13.4% | -4.7% | +7.3% |
| 6M | +29.1% | -15.6% | +44.7% | +31.2% |
| YTD | +53.7% | -10.4% | +64.1% | +55.0% |
| 1Y | +43.2% | +5.5% | +37.8% | +41.3% |
| All | +21.5% | +30.1% | -8.5% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling