-14.7%
AMRZ vs ULTA
+19.0%
-33.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -1.9% | +9.0% | -10.9% | -3.4% |
| 30D | -16.9% | +4.6% | -21.5% | -17.7% |
| 3M | -19.2% | +22.0% | -41.2% | -22.7% |
| 6M | -29.3% | -14.7% | -14.6% | -27.7% |
| YTD | -18.0% | -6.8% | -11.2% | -18.5% |
| 1Y | -15.1% | +6.5% | -21.6% | -18.5% |
| All | -14.7% | +19.0% | -33.7% | -19.6% |
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