+296.4%
ARM vs ULTA
+36.0%
+260.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.7% | +3.4% |
| 7D | +5.5% | +9.0% | -3.6% | +1.7% |
| 30D | -8.2% | +4.6% | -12.8% | -10.1% |
| 3M | -35.9% | +22.0% | -57.9% | -41.9% |
| 6M | +103.1% | -14.7% | +117.8% | +116.0% |
| YTD | +130.6% | -6.8% | +137.4% | +135.1% |
| 1Y | +86.1% | +6.5% | +79.5% | +76.8% |
| All | +296.4% | +36.0% | +260.4% | +179.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling