-99.8%
AMIX vs ULTA
+11.4%
-111.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.2% |
| 7D | -3.4% | +0.7% | -4.0% | -3.5% |
| 30D | -54.4% | -2.8% | -51.6% | -54.1% |
| 3M | -45.7% | +18.7% | -64.4% | -45.3% |
| 6M | -49.2% | -15.0% | -34.1% | -50.5% |
| YTD | -60.3% | -9.2% | -51.1% | -61.0% |
| 1Y | -81.4% | +5.7% | -87.0% | -81.2% |
| All | -99.8% | +11.4% | -111.2% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling