+117.8%
AMDL vs ULTA
+2.8%
+115.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.6% | +14.3% | +13.5% |
| 7D | +19.9% | +0.7% | +19.3% | +19.2% |
| 30D | +6.3% | -2.8% | +9.1% | +7.4% |
| 3M | -9.9% | +18.7% | -28.6% | -22.8% |
| 6M | +394.3% | -15.0% | +409.3% | +446.5% |
| YTD | +257.3% | -9.2% | +266.5% | +273.4% |
| 1Y | +508.5% | +5.7% | +502.9% | +458.9% |
| All | +117.8% | +2.8% | +115.0% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling