+1,707.5%
AMAT vs ULTA
+122.7%
+1,584.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | +6.9% | -1.8% | +8.7% | +7.6% |
| 30D | -10.1% | -1.2% | -8.9% | -10.1% |
| 3M | -6.0% | +13.4% | -19.4% | -10.9% |
| 6M | +38.6% | -15.6% | +54.3% | +44.9% |
| YTD | +83.1% | -10.4% | +93.5% | +86.9% |
| 1Y | +188.3% | +5.5% | +182.9% | +175.7% |
| 3Y | +225.3% | +31.0% | +194.4% | +175.3% |
| 5Y | +262.0% | +41.8% | +220.1% | +193.1% |
| 10Y | +1,707.5% | +127.0% | +1,580.5% | +1,071.4% |
| All | +1,707.5% | +122.7% | +1,584.8% | +1,071.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling