-97.5%
AMC vs ULTA
+620.3%
-717.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | -2.8% | -0.2% | -2.6% | -2.6% |
| 30D | +14.0% | +16.1% | -2.1% | +6.5% |
| 3M | +42.5% | +21.7% | +20.8% | +30.3% |
| 6M | +142.6% | +28.7% | +113.8% | +115.9% |
| YTD | +119.2% | +8.9% | +110.3% | +109.1% |
| 1Y | +40.7% | +26.1% | +14.7% | +24.8% |
| 3Y | -57.3% | +69.1% | -126.4% | -68.8% |
| 5Y | -99.1% | +66.6% | -165.7% | -99.3% |
| 10Y | -98.7% | +175.9% | -274.6% | -99.3% |
| All | -97.5% | +620.3% | -717.8% | -98.7% |
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 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