-91.6%
AMIX vs ULTA
+27.7%
-119.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.1% | -5.2% |
| 7D | -25.1% | +6.7% | -31.8% | -27.8% |
| 30D | -54.5% | +21.7% | -76.3% | -59.7% |
| 3M | -91.7% | +21.5% | -113.2% | -92.7% |
| 6M | -79.4% | +27.5% | -107.0% | -81.9% |
| YTD | -86.1% | +9.2% | -95.3% | -87.9% |
| 1Y | -91.6% | +27.9% | -119.4% | -90.0% |
| All | -91.6% | +27.7% | -119.3% | -90.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling