-91.5%
AMIX vs ULTA
+23.2%
-114.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -16.0% | +0.7% | -16.7% | -16.4% |
| 30D | -55.4% | +18.2% | -73.6% | -60.0% |
| 3M | -87.5% | +19.7% | -107.2% | -89.0% |
| 6M | -81.2% | +20.5% | -101.7% | -83.5% |
| YTD | -86.8% | +6.6% | -93.4% | -88.5% |
| All | -91.5% | +23.2% | -114.7% | -91.1% |
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