+106.2%
AMT vs ULTA
+132.3%
-26.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +2.6% |
| 7D | +1.1% | -3.1% | +4.2% | +1.5% |
| 30D | +4.4% | +2.8% | +1.6% | +3.9% |
| 3M | -5.2% | +14.8% | -19.9% | -6.9% |
| 6M | -0.8% | -16.2% | +15.4% | +0.9% |
| YTD | +3.3% | -9.6% | +12.9% | +3.9% |
| 1Y | -6.0% | +4.8% | -10.8% | -7.5% |
| 3Y | +9.6% | +30.7% | -21.1% | +2.6% |
| 5Y | -29.2% | +45.9% | -75.1% | -35.6% |
| All | +106.2% | +132.3% | -26.1% | +68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling