+449.5%
AMT vs ULTA
+1,628.6%
-1,179.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.3% |
| 7D | -0.2% | +9.0% | -9.2% | -1.7% |
| 30D | +4.6% | +4.6% | +0.1% | +3.7% |
| 3M | -8.4% | +22.0% | -30.4% | -11.6% |
| 6M | -6.0% | -14.7% | +8.7% | -4.1% |
| YTD | +2.1% | -6.8% | +8.9% | +2.4% |
| 1Y | -6.4% | +6.5% | -12.9% | -8.5% |
| 3Y | +8.1% | +35.6% | -27.5% | -1.1% |
| 5Y | -31.9% | +47.6% | -79.6% | -39.5% |
| 10Y | +97.1% | +128.9% | -31.8% | +50.0% |
| All | +449.5% | +1,628.6% | -1,179.1% | +112.6% |
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