+147.1%
AMAT vs ULTA
+70.9%
+76.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.2% | +8.2% | +10.3% |
| 7D | -1.1% | +4.3% | -5.4% | -2.4% |
| 30D | -26.9% | +16.6% | -43.5% | -30.9% |
| 3M | -31.2% | +17.7% | -48.9% | -35.4% |
| 6M | -14.7% | +27.5% | -42.2% | -22.8% |
| YTD | +44.7% | +9.9% | +34.8% | +37.5% |
| 1Y | +62.0% | +28.5% | +33.5% | +43.2% |
| 3Y | +165.0% | +71.1% | +93.9% | +90.6% |
| 5Y | +147.1% | +68.3% | +78.8% | +64.7% |
| All | +147.1% | +70.9% | +76.2% | +64.7% |
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