+1,227.6%
AME vs ULTA
+1,583.0%
-355.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.7% | +0.6% |
| 7D | +2.8% | +0.7% | +2.1% | +2.6% |
| 30D | -6.3% | -2.8% | -3.5% | -5.8% |
| 3M | +5.4% | +18.7% | -13.3% | +1.1% |
| 6M | +7.4% | -15.0% | +22.5% | +10.6% |
| YTD | +16.2% | -9.2% | +25.4% | +17.7% |
| 1Y | +26.8% | +5.7% | +21.2% | +23.7% |
| 3Y | +57.5% | +32.8% | +24.7% | +42.3% |
| 5Y | +84.8% | +46.0% | +38.9% | +60.6% |
| 10Y | +424.3% | +125.5% | +298.8% | +288.3% |
| All | +1,227.6% | +1,583.0% | -355.3% | +436.0% |
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