-18.3%
AMRZ vs ULTA
+15.9%
-34.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.6% | -3.8% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | -9.8% | -2.8% | -7.0% | -9.3% |
| 3M | -17.2% | +18.7% | -35.9% | -20.4% |
| 6M | -26.9% | -15.0% | -11.9% | -25.3% |
| YTD | -21.5% | -9.2% | -12.3% | -21.6% |
| 1Y | -22.9% | +5.7% | -28.5% | -26.0% |
| All | -18.3% | +15.9% | -34.2% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling