+220.8%
AFRM vs ULTA
+32.1%
+188.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | +0.8% |
| 7D | +3.1% | +0.7% | +2.4% | +2.7% |
| 30D | -4.2% | -2.8% | -1.4% | -3.3% |
| 3M | +10.1% | +18.7% | -8.6% | +0.8% |
| 6M | +39.4% | -15.0% | +54.4% | +48.3% |
| YTD | -3.2% | -9.2% | +6.1% | -0.2% |
| 1Y | -16.1% | +5.7% | -21.7% | -20.2% |
| 3Y | +220.8% | +32.8% | +188.0% | +101.5% |
| All | +220.8% | +32.1% | +188.7% | +101.5% |
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