+29.5%
ULTA vs ACM
-22.3%
+51.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.7% | -0.5% |
| 7D | -1.8% | -3.7% | +1.9% | -0.8% |
| 30D | -1.2% | -12.7% | +11.4% | +2.3% |
| 3M | +13.4% | -9.8% | +23.2% | +16.2% |
| 6M | -15.6% | -31.4% | +15.8% | -6.2% |
| YTD | -10.4% | -32.1% | +21.6% | -0.7% |
| 1Y | +5.5% | -47.8% | +53.3% | +28.2% |
| All | +29.5% | -22.3% | +51.8% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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