-17.2%
AMRZ vs ULTA
+23.6%
-40.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | -4.0% | +0.2% | -4.2% | -4.1% |
| 30D | +12.4% | +12.4% | 0.0% | +9.8% |
| 3M | -11.5% | +22.4% | -33.9% | -14.9% |
| 6M | -21.6% | +28.9% | -50.5% | -26.1% |
| YTD | -23.4% | +7.6% | -31.0% | -26.8% |
| 1Y | -17.2% | +21.6% | -38.8% | -23.8% |
| All | -17.2% | +23.6% | -40.8% | -23.8% |
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