+349.8%
AMD vs ULTA
+48.8%
+301.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +4.1% |
| 7D | +2.6% | +9.0% | -6.4% | -1.4% |
| 30D | -0.9% | +4.6% | -5.5% | -3.5% |
| 3M | -8.7% | +22.0% | -30.7% | -18.0% |
| 6M | +136.3% | -14.7% | +151.0% | +151.2% |
| YTD | +123.0% | -6.8% | +129.8% | +126.0% |
| 1Y | +195.2% | +6.5% | +188.6% | +178.1% |
| 3Y | +336.3% | +35.6% | +300.7% | +232.9% |
| All | +349.8% | +48.8% | +301.0% | +204.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling