+196.5%
AFRM vs ULTA
+69.4%
+127.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.2% |
| 7D | -10.3% | -0.2% | -10.0% | -10.1% |
| 30D | -13.7% | +16.1% | -29.9% | -19.1% |
| 3M | -11.6% | +21.7% | -33.3% | -18.9% |
| 6M | +2.1% | +28.7% | -26.6% | -9.0% |
| YTD | -8.9% | +8.9% | -17.8% | -13.2% |
| 1Y | -9.7% | +26.1% | -35.8% | -19.9% |
| All | +196.5% | +69.4% | +127.2% | +98.3% |
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 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