-18.5%
AMRZ vs ULTA
+36.0%
-54.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.7% |
| 7D | +1.2% | +0.7% | +0.5% | +1.1% |
| 30D | +15.1% | +18.2% | -3.1% | +11.3% |
| 3M | -18.1% | +19.7% | -37.7% | -21.0% |
| 6M | -23.5% | +20.5% | -44.0% | -26.8% |
| YTD | -21.6% | +6.6% | -28.2% | -24.2% |
| 1Y | -14.7% | +26.5% | -41.2% | -21.2% |
| All | -18.5% | +36.0% | -54.5% | -25.3% |
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