+505.3%
AMT vs ULTA
+1,924.4%
-1,419.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | +1.5% | +2.5% | -1.0% | +1.1% |
| 30D | +6.8% | +11.5% | -4.7% | +4.8% |
| 3M | +11.2% | +28.1% | -16.9% | +6.5% |
| 6M | +12.5% | +34.2% | -21.8% | +6.7% |
| YTD | +12.5% | +9.2% | +3.3% | +9.8% |
| 1Y | +10.1% | +23.7% | -13.6% | +5.0% |
| 3Y | +16.0% | +69.2% | -53.2% | +2.2% |
| 5Y | -17.2% | +66.6% | -83.8% | -27.7% |
| 10Y | +135.2% | +176.6% | -41.3% | +73.5% |
| All | +505.3% | +1,924.4% | -1,419.1% | +128.0% |
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