-99.0%
AMC vs ULTA
+127.6%
-226.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -2.9% | -3.5% |
| 7D | -7.1% | -3.9% | -3.2% | -5.2% |
| 30D | -1.7% | -1.1% | -0.6% | -1.3% |
| 3M | +13.5% | +13.8% | -0.3% | +6.2% |
| 6M | +112.6% | -17.2% | +129.9% | +131.5% |
| YTD | +51.3% | -11.5% | +62.7% | +59.0% |
| 1Y | -14.5% | +3.9% | -18.4% | -18.1% |
| 3Y | -67.1% | +29.5% | -96.6% | -73.6% |
| 5Y | -99.5% | +42.9% | -142.4% | -99.6% |
| All | -99.0% | +127.6% | -226.6% | -99.4% |
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 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