+69.2%
ULTA vs ACM
-9.1%
+78.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +2.5% | +5.6% | -3.2% | +0.9% |
| 30D | +11.5% | +20.8% | -9.3% | +5.8% |
| 3M | +28.1% | +11.4% | +16.7% | +23.8% |
| 6M | +34.2% | +0.9% | +33.3% | +33.0% |
| YTD | +9.2% | -24.8% | +34.0% | +17.6% |
| 1Y | +23.7% | -46.4% | +70.2% | +51.8% |
| 3Y | +69.2% | -9.2% | +78.4% | +63.2% |
| All | +69.2% | -9.1% | +78.3% | +63.2% |
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