+115.6%
AMDL vs ULTA
+0.2%
+115.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.5% | -5.9% |
| 7D | +20.7% | -3.9% | +24.6% | +23.7% |
| 30D | +9.4% | -1.1% | +10.5% | +8.9% |
| 3M | +5.6% | +13.8% | -8.1% | -6.6% |
| 6M | +340.3% | -17.2% | +357.5% | +395.8% |
| YTD | +253.6% | -11.5% | +265.1% | +275.9% |
| 1Y | +443.4% | +3.9% | +439.5% | +404.2% |
| All | +115.6% | +0.2% | +115.3% | +39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling