+1,090.2%
ATI vs ULTA
+132.3%
+957.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -1.0% |
| 7D | -5.6% | -3.1% | -2.6% | -4.4% |
| 30D | -13.7% | +2.8% | -16.5% | -15.1% |
| 3M | -0.4% | +14.8% | -15.1% | -7.1% |
| 6M | +26.2% | -16.2% | +42.4% | +34.1% |
| YTD | +73.2% | -9.6% | +82.8% | +77.6% |
| 1Y | +161.6% | +4.8% | +156.8% | +149.1% |
| 3Y | +346.2% | +30.7% | +315.5% | +262.9% |
| 5Y | +1,047.6% | +45.9% | +1,001.8% | +744.4% |
| All | +1,090.2% | +132.3% | +957.9% | +546.2% |
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