+199.6%
ARM vs ULTA
+59.3%
+140.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -5.2% |
| 7D | +9.1% | +2.5% | +6.6% | +8.0% |
| 30D | -19.9% | +11.5% | -31.5% | -23.6% |
| 3M | -31.6% | +28.1% | -59.8% | -38.7% |
| 6M | -13.9% | +34.2% | -48.1% | -24.9% |
| YTD | +74.3% | +9.2% | +65.1% | +65.7% |
| 1Y | +35.8% | +23.7% | +12.0% | +21.0% |
| 3Y | +268.6% | +69.2% | +199.4% | +126.9% |
| All | +199.6% | +59.3% | +140.3% | +97.1% |
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