+96.6%
AMCR vs ULTA
+513.1%
-416.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -5.0% | -3.9% | -1.1% | -4.3% |
| 30D | -8.0% | -1.1% | -6.9% | -7.9% |
| 3M | +14.3% | +13.8% | +0.5% | +11.5% |
| 6M | +5.3% | -17.2% | +22.6% | +8.3% |
| YTD | +7.7% | -11.5% | +19.2% | +9.4% |
| 1Y | +10.8% | +3.9% | +6.9% | +9.2% |
| 3Y | +9.6% | +29.5% | -19.9% | +1.9% |
| 5Y | -10.2% | +42.9% | -53.1% | -19.0% |
| 10Y | +16.5% | +124.4% | -107.9% | -6.6% |
| All | +96.6% | +513.1% | -416.5% | +53.8% |
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