+61.4%
AMAT vs ULTA
+27.7%
+33.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.1% | -7.3% | -3.2% |
| 7D | -11.2% | +6.7% | -17.9% | -11.1% |
| 30D | -31.9% | +21.7% | -53.6% | -32.0% |
| 3M | -32.3% | +21.5% | -53.8% | -32.2% |
| 6M | -5.4% | +27.5% | -32.9% | -4.8% |
| YTD | +44.3% | +9.2% | +35.0% | +49.1% |
| 1Y | +61.4% | +27.9% | +33.5% | +65.4% |
| All | +61.4% | +27.7% | +33.7% | +65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling