+48.5%
AMZN vs ULTA
+44.7%
+3.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.1% | +1.3% |
| 7D | -0.7% | -3.1% | +2.4% | +0.3% |
| 30D | -3.9% | +2.8% | -6.7% | -5.0% |
| 3M | +6.3% | +14.8% | -8.4% | +1.0% |
| 6M | +20.8% | -16.2% | +37.0% | +26.7% |
| YTD | +11.2% | -9.6% | +20.9% | +13.1% |
| 1Y | +11.7% | +4.8% | +6.9% | +6.9% |
| 3Y | +79.4% | +30.7% | +48.8% | +48.7% |
| All | +48.5% | +44.7% | +3.9% | +9.4% |
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