+193.4%
AMAT vs ULTA
+5.8%
+187.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.6% | +6.6% | +4.2% |
| 7D | +7.0% | +0.7% | +6.3% | +6.9% |
| 30D | -12.2% | -2.8% | -9.4% | -11.6% |
| 3M | -3.8% | +18.7% | -22.5% | -5.7% |
| 6M | +45.9% | -15.0% | +61.0% | +52.5% |
| YTD | +84.6% | -9.2% | +93.8% | +90.8% |
| 1Y | +193.4% | +5.7% | +187.7% | +201.5% |
| All | +193.4% | +5.8% | +187.5% | +201.5% |
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 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