+95.0%
AMDL vs ULTA
+5.6%
+89.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.3% | +7.9% | +8.3% |
| 7D | +4.5% | +9.0% | -4.5% | -1.5% |
| 30D | -4.4% | +4.6% | -9.0% | -8.3% |
| 3M | -30.5% | +22.0% | -52.5% | -41.6% |
| 6M | +300.9% | -14.7% | +315.6% | +344.9% |
| YTD | +219.9% | -6.8% | +226.7% | +229.1% |
| 1Y | +374.7% | +6.5% | +368.2% | +337.1% |
| All | +95.0% | +5.6% | +89.5% | +22.2% |
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