+346.2%
ATI vs ULTA
+31.2%
+314.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.6% |
| 7D | -5.6% | -3.1% | -2.6% | -4.9% |
| 30D | -13.7% | +2.8% | -16.5% | -14.4% |
| 3M | -0.4% | +14.8% | -15.1% | -4.1% |
| 6M | +26.2% | -16.2% | +42.4% | +31.4% |
| YTD | +73.2% | -9.6% | +82.8% | +76.7% |
| 1Y | +161.6% | +4.8% | +156.8% | +156.2% |
| 3Y | +346.2% | +30.7% | +315.5% | +267.8% |
| All | +346.2% | +31.2% | +314.9% | +267.8% |
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