-75.8%
AMIX vs ULTA
+27.0%
-102.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +3.2% | +8.7% | +6.9% |
| 7D | +1.2% | +4.3% | -3.1% | -5.3% |
| 30D | -45.3% | +16.6% | -62.0% | -58.9% |
| 3M | -83.1% | +17.7% | -100.8% | -87.2% |
| All | -75.8% | +27.0% | -102.9% | -83.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling