+3,076.4%
AMAT vs ULTA
+1,628.6%
+1,447.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.1% | +4.0% |
| 7D | -1.5% | +9.0% | -10.5% | -3.7% |
| 30D | -14.8% | +4.6% | -19.4% | -16.0% |
| 3M | -9.3% | +22.0% | -31.2% | -14.4% |
| 6M | +27.4% | -14.7% | +42.1% | +31.2% |
| YTD | +77.6% | -6.8% | +84.3% | +78.5% |
| 1Y | +188.9% | +6.5% | +182.4% | +179.5% |
| 3Y | +202.3% | +35.6% | +166.7% | +168.1% |
| 5Y | +248.9% | +47.6% | +201.3% | +201.5% |
| 10Y | +1,585.2% | +128.9% | +1,456.3% | +1,138.9% |
| All | +3,076.4% | +1,628.6% | +1,447.8% | +1,087.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling