+103.1%
ARM vs ULTA
-16.3%
+119.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.7% | +3.6% |
| 7D | +5.5% | +9.0% | -3.6% | +3.5% |
| 30D | -8.2% | +4.6% | -12.8% | -8.5% |
| 3M | -35.9% | +22.0% | -57.9% | -39.3% |
| 6M | +103.1% | -14.7% | +117.8% | +129.3% |
| All | +103.1% | -16.3% | +119.4% | +129.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling