+195.2%
AMD vs ULTA
+6.6%
+188.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +4.4% |
| 7D | +2.6% | +9.0% | -6.4% | +0.6% |
| 30D | -0.9% | +4.6% | -5.5% | -1.8% |
| 3M | -8.7% | +22.0% | -30.7% | -13.7% |
| 6M | +136.3% | -14.7% | +151.0% | +153.3% |
| YTD | +123.0% | -6.8% | +129.8% | +131.3% |
| 1Y | +195.2% | +6.5% | +188.6% | +208.7% |
| All | +195.2% | +6.6% | +188.5% | +208.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling