+131.0%
AMDL vs ULTA
+1.4%
+129.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.3% | +7.4% | +6.9% |
| 7D | +29.0% | -1.8% | +30.7% | +30.2% |
| 30D | +19.1% | -1.2% | +20.3% | +18.7% |
| 3M | +1.8% | +13.4% | -11.6% | -9.6% |
| 6M | +374.4% | -15.6% | +390.0% | +426.4% |
| YTD | +278.9% | -10.4% | +289.3% | +299.4% |
| 1Y | +510.6% | +5.5% | +505.1% | +460.5% |
| All | +131.0% | +1.4% | +129.6% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling