+3,645.6%
AMD vs ULTA
+1,628.6%
+2,017.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% |
| 3M | -8.7% | +22.0% | -30.7% | -15.0% |
| 6M | +136.3% | -14.7% | +151.0% | +145.3% |
| YTD | +123.0% | -6.8% | +129.8% | +124.8% |
| 1Y | +195.2% | +6.5% | +188.6% | +184.5% |
| 3Y | +336.3% | +35.6% | +300.7% | +279.5% |
| 5Y | +334.5% | +47.6% | +286.8% | +268.9% |
| 10Y | +6,259.1% | +128.9% | +6,130.2% | +4,226.3% |
| All | +3,645.6% | +1,628.6% | +2,017.1% | +959.0% |
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