+67.2%
ADM vs ULTA
+39.1%
+28.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.6% |
| 7D | +3.0% | -3.9% | +6.9% | +3.5% |
| 30D | +8.7% | -1.1% | +9.8% | +8.7% |
| 3M | +7.6% | +13.8% | -6.2% | +5.4% |
| 6M | +26.9% | -17.2% | +44.1% | +29.8% |
| YTD | +54.3% | -11.5% | +65.8% | +56.0% |
| 1Y | +45.7% | +3.9% | +41.7% | +43.1% |
| 3Y | +21.9% | +29.5% | -7.6% | +12.1% |
| 5Y | +67.2% | +42.9% | +24.2% | +46.8% |
| All | +67.2% | +39.1% | +28.0% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling