+243.3%
ADM vs ULTA
+1,924.4%
-1,681.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.5% |
| 7D | +4.2% | +2.5% | +1.7% | +3.7% |
| 30D | -12.8% | +11.5% | -24.4% | -14.6% |
| 3M | -8.5% | +28.1% | -36.6% | -12.7% |
| 6M | -10.9% | +34.2% | -45.1% | -16.0% |
| YTD | +29.4% | +9.2% | +20.2% | +26.0% |
| 1Y | +27.5% | +23.7% | +3.8% | +21.1% |
| 3Y | +10.3% | +69.2% | -58.8% | -3.4% |
| 5Y | +27.4% | +66.6% | -39.3% | +10.2% |
| 10Y | +134.6% | +176.6% | -42.0% | +73.3% |
| All | +243.3% | +1,924.4% | -1,681.1% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling