+3,421.9%
AMD vs ULTA
+1,875.7%
+1,546.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.8% | +11.8% | +11.3% |
| 7D | -11.0% | +0.7% | -11.7% | -11.2% |
| 30D | -30.5% | +18.2% | -48.7% | -34.2% |
| 3M | -8.2% | +19.7% | -27.9% | -13.8% |
| 6M | +6.6% | +20.5% | -13.9% | -0.7% |
| YTD | +109.7% | +6.6% | +103.1% | +102.1% |
| 1Y | +88.9% | +26.5% | +62.4% | +71.9% |
| 3Y | +301.8% | +67.0% | +234.8% | +226.5% |
| 5Y | +229.4% | +64.5% | +164.8% | +170.2% |
| 10Y | +6,745.1% | +182.6% | +6,562.5% | +4,266.6% |
| All | +3,421.9% | +1,875.7% | +1,546.2% | +852.3% |
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 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