+1,370.8%
AMAT vs ULTA
+178.8%
+1,191.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -2.5% | +4.6% | -7.1% | -3.9% |
| 30D | -26.5% | +16.5% | -43.0% | -30.5% |
| 3M | -28.6% | +21.1% | -49.7% | -33.7% |
| 6M | -14.2% | +27.4% | -41.6% | -22.4% |
| YTD | +45.5% | +9.8% | +35.7% | +37.8% |
| 1Y | +59.3% | +28.6% | +30.7% | +41.4% |
| 3Y | +153.1% | +70.5% | +82.6% | +93.5% |
| 5Y | +158.2% | +69.8% | +88.4% | +95.3% |
| 10Y | +1,370.8% | +180.8% | +1,190.0% | +739.1% |
| All | +1,370.8% | +178.8% | +1,191.9% | +739.1% |
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