+528.2%
AMKR vs ULTA
+132.3%
+395.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.4% | +3.6% |
| 7D | +8.3% | -3.1% | +11.4% | +9.6% |
| 30D | -6.8% | +2.8% | -9.6% | -8.4% |
| 3M | -31.9% | +14.8% | -46.7% | -36.9% |
| 6M | +18.4% | -16.2% | +34.6% | +24.0% |
| YTD | +31.7% | -9.6% | +41.3% | +33.5% |
| 1Y | +105.2% | +4.8% | +100.5% | +94.3% |
| 3Y | +147.7% | +30.7% | +117.1% | +103.5% |
| 5Y | +99.4% | +45.9% | +53.5% | +52.2% |
| All | +528.2% | +132.3% | +395.9% | +265.4% |
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 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