+1,025.5%
ATI vs ULTA
+44.7%
+980.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.7% |
| 7D | -5.6% | -3.1% | -2.6% | -4.8% |
| 30D | -13.7% | +2.8% | -16.5% | -14.6% |
| 3M | -0.4% | +14.8% | -15.1% | -4.9% |
| 6M | +26.2% | -16.2% | +42.4% | +32.0% |
| YTD | +73.2% | -9.6% | +82.8% | +76.9% |
| 1Y | +161.6% | +4.8% | +156.8% | +154.2% |
| 3Y | +346.2% | +30.7% | +315.5% | +284.9% |
| All | +1,025.5% | +44.7% | +980.9% | +810.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling