-98.1%
AMC vs ULTA
+516.5%
-614.6%
-99.8%
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% | +3.8% |
| 7D | +2.3% | +9.0% | -6.7% | -1.6% |
| 30D | -0.7% | +4.6% | -5.3% | -2.9% |
| 3M | +35.2% | +22.0% | +13.2% | +23.3% |
| 6M | +124.6% | -14.7% | +139.3% | +139.2% |
| YTD | +69.9% | -6.8% | +76.6% | +73.6% |
| 1Y | -2.6% | +6.5% | -9.1% | -7.3% |
| 3Y | -79.8% | +35.6% | -115.4% | -83.6% |
| 5Y | -99.4% | +47.6% | -147.0% | -99.5% |
| 10Y | -98.9% | +128.9% | -227.8% | -99.3% |
| All | -98.1% | +516.5% | -614.6% | -98.9% |
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