+85.5%
AME vs ULTA
+39.1%
+46.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.6% |
| 7D | 0.0% | -3.9% | +3.9% | +0.8% |
| 30D | -8.6% | -1.1% | -7.6% | -8.5% |
| 3M | +5.8% | +13.8% | -8.0% | +2.6% |
| 6M | +3.8% | -17.2% | +21.1% | +7.4% |
| YTD | +14.4% | -11.5% | +25.9% | +16.6% |
| 1Y | +25.8% | +3.9% | +21.9% | +23.2% |
| 3Y | +55.2% | +29.5% | +25.7% | +39.7% |
| 5Y | +85.5% | +42.9% | +42.6% | +53.8% |
| All | +85.5% | +39.1% | +46.4% | +53.8% |
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