+396.4%
AMKR vs ULTA
+1,541.3%
-1,144.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.2% |
| 7D | +5.5% | -3.9% | +9.4% | +6.9% |
| 30D | -8.6% | -1.1% | -7.6% | -8.9% |
| 3M | -28.7% | +13.8% | -42.5% | -33.0% |
| 6M | +13.3% | -17.2% | +30.5% | +18.0% |
| YTD | +26.1% | -11.5% | +37.5% | +28.3% |
| 1Y | +101.2% | +3.9% | +97.3% | +92.9% |
| 3Y | +127.7% | +29.5% | +98.3% | +95.9% |
| 5Y | +90.9% | +42.9% | +48.0% | +56.7% |
| 10Y | +512.5% | +124.4% | +388.1% | +301.8% |
| All | +396.4% | +1,541.3% | -1,144.9% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling