-81.4%
AMIX vs ULTA
+5.8%
-87.2%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +1.5% |
| 7D | -3.4% | +0.7% | -4.0% | -3.9% |
| 30D | -54.4% | -2.8% | -51.6% | -53.3% |
| 3M | -45.7% | +18.7% | -64.4% | -46.1% |
| 6M | -49.2% | -15.0% | -34.1% | -52.2% |
| YTD | -60.3% | -9.2% | -51.1% | -61.5% |
| 1Y | -81.4% | +5.7% | -87.0% | -79.1% |
| All | -81.4% | +5.8% | -87.2% | -79.1% |
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