+228.9%
ARM vs ULTA
+65.9%
+162.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.0% |
| 7D | -15.2% | +0.7% | -15.9% | -15.5% |
| 30D | -40.7% | +18.2% | -58.9% | -44.8% |
| 3M | -39.1% | +19.7% | -58.8% | -43.7% |
| 6M | -26.4% | +20.5% | -46.9% | -32.4% |
| YTD | +59.7% | +6.6% | +53.2% | +53.7% |
| 1Y | +10.3% | +26.5% | -16.1% | -2.5% |
| 3Y | +228.9% | +67.0% | +161.8% | +130.8% |
| All | +228.9% | +65.9% | +162.9% | +130.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling