+348.0%
AMD vs ULTA
+38.5%
+309.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +4.3% |
| 7D | +2.6% | +9.0% | -6.4% | -0.2% |
| 30D | -0.9% | +4.6% | -5.5% | -2.6% |
| 3M | -8.7% | +22.0% | -30.7% | -15.2% |
| 6M | +136.3% | -14.7% | +151.0% | +148.3% |
| YTD | +123.0% | -6.8% | +129.8% | +126.5% |
| 1Y | +195.2% | +6.5% | +188.6% | +184.9% |
| All | +348.0% | +38.5% | +309.5% | +271.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling