+1,812.9%
ULTA vs ACM
+111.3%
+1,701.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.4% |
| 7D | +9.0% | -3.7% | +12.8% | +10.8% |
| 30D | +4.6% | -11.1% | +15.7% | +9.3% |
| 3M | +22.0% | -8.0% | +30.0% | +25.2% |
| 6M | -14.7% | -29.7% | +15.0% | -2.0% |
| YTD | -6.8% | -29.4% | +22.6% | +6.1% |
| 1Y | +6.5% | -46.4% | +53.0% | +36.3% |
| 3Y | +35.6% | -22.3% | +57.9% | +43.9% |
| 5Y | +47.6% | +4.5% | +43.2% | +35.1% |
| 10Y | +128.9% | +127.6% | +1.2% | +40.6% |
| All | +1,812.9% | +111.3% | +1,701.6% | +918.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling