+64.5%
ULTA vs ACM
+1.1%
+63.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +2.5% | +5.6% | -3.2% | +0.3% |
| 30D | +11.5% | +20.8% | -9.3% | +3.6% |
| 3M | +28.1% | +11.4% | +16.7% | +22.2% |
| 6M | +34.2% | +0.9% | +33.3% | +32.3% |
| YTD | +9.2% | -24.8% | +34.0% | +20.6% |
| 1Y | +23.7% | -46.4% | +70.2% | +60.8% |
| 3Y | +69.2% | -9.2% | +78.4% | +59.9% |
| All | +64.5% | +1.1% | +63.4% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling