-64.3%
AMC vs ULTA
+32.1%
-96.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -2.5% |
| 7D | -0.8% | +0.7% | -1.4% | -1.0% |
| 30D | -1.2% | -2.8% | +1.7% | -0.3% |
| 3M | +42.2% | +18.7% | +23.5% | +34.5% |
| 6M | +118.8% | -15.0% | +133.8% | +127.4% |
| YTD | +64.1% | -9.2% | +73.3% | +67.4% |
| 1Y | -9.5% | +5.7% | -15.2% | -12.3% |
| 3Y | -64.3% | +32.8% | -97.1% | -68.6% |
| All | -64.3% | +32.1% | -96.4% | -68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling