+3,940.9%
AMD vs ULTA
+1,935.9%
+2,005.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +3.0% | +11.7% | +13.8% |
| 7D | +6.5% | +4.6% | +1.8% | +5.1% |
| 30D | -15.3% | +16.5% | -31.8% | -19.3% |
| 3M | +9.7% | +21.1% | -11.4% | +2.8% |
| 6M | +13.2% | +27.4% | -14.2% | +3.8% |
| YTD | +140.6% | +9.8% | +130.8% | +130.0% |
| 1Y | +111.2% | +28.6% | +82.5% | +91.4% |
| 3Y | +334.4% | +70.5% | +264.0% | +251.1% |
| 5Y | +268.3% | +69.8% | +198.6% | +199.6% |
| 10Y | +8,077.9% | +180.8% | +7,897.1% | +5,126.8% |
| All | +3,940.9% | +1,935.9% | +2,005.0% | +983.5% |
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