-32.4%
AFRM vs ULTA
+124.4%
-156.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -2.2% |
| 7D | -4.4% | +2.5% | -6.9% | -6.2% |
| 30D | -7.7% | +11.5% | -19.2% | -15.0% |
| 3M | -16.9% | +28.1% | -45.0% | -31.8% |
| 6M | +2.5% | +34.2% | -31.8% | -19.9% |
| YTD | -12.5% | +9.2% | -21.7% | -21.1% |
| 1Y | -11.0% | +23.7% | -34.8% | -28.7% |
| 3Y | +184.6% | +69.2% | +115.4% | +48.1% |
| 5Y | -56.3% | +66.6% | -122.9% | -76.5% |
| All | -32.4% | +124.4% | -156.8% | -75.6% |
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