+35.8%
ARM vs ULTA
+23.0%
+12.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -4.9% |
| 7D | +9.1% | +2.5% | +6.6% | +8.6% |
| 30D | -19.9% | +11.5% | -31.5% | -21.7% |
| 3M | -31.6% | +28.1% | -59.8% | -35.2% |
| 6M | -13.9% | +34.2% | -48.1% | -18.9% |
| YTD | +74.3% | +9.2% | +65.1% | +73.7% |
| 1Y | +35.8% | +23.7% | +12.0% | +34.3% |
| All | +35.8% | +23.0% | +12.8% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling