-99.5%
AMC vs ULTA
+44.9%
-144.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -1.9% |
| 7D | -0.8% | +0.7% | -1.4% | -1.1% |
| 30D | -1.2% | -2.8% | +1.7% | +0.3% |
| 3M | +42.2% | +18.7% | +23.5% | +29.0% |
| 6M | +118.8% | -15.0% | +133.8% | +136.3% |
| YTD | +64.1% | -9.2% | +73.3% | +70.4% |
| 1Y | -9.5% | +5.7% | -15.2% | -15.1% |
| 3Y | -64.3% | +32.8% | -97.1% | -73.8% |
| 5Y | -99.5% | +46.0% | -145.4% | -99.6% |
| All | -99.5% | +44.9% | -144.3% | -99.6% |
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 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