+265.0%
AMAT vs ULTA
+46.0%
+219.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.6% | +6.6% | +4.9% |
| 7D | +7.0% | +0.7% | +6.3% | +6.7% |
| 30D | -12.2% | -2.8% | -9.4% | -11.6% |
| 3M | -3.8% | +18.7% | -22.5% | -10.6% |
| 6M | +45.9% | -15.0% | +61.0% | +53.1% |
| YTD | +84.6% | -9.2% | +93.8% | +88.3% |
| 1Y | +193.4% | +5.7% | +187.7% | +179.4% |
| 3Y | +228.1% | +32.8% | +195.3% | +164.8% |
| All | +265.0% | +46.0% | +219.0% | +162.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling