+185.4%
ARM vs ULTA
+60.2%
+125.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -10.4% | +4.6% | -15.0% | -12.0% |
| 30D | -31.8% | +16.5% | -48.3% | -36.1% |
| 3M | -32.2% | +21.1% | -53.3% | -37.8% |
| 6M | -14.9% | +27.4% | -42.3% | -23.9% |
| YTD | +66.0% | +9.8% | +56.2% | +57.6% |
| 1Y | +17.2% | +28.6% | -11.4% | +2.6% |
| 3Y | +247.2% | +70.5% | +176.7% | +112.8% |
| All | +185.4% | +60.2% | +125.2% | +87.4% |
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 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