+2,140.3%
ULTA vs ACM
+124.9%
+2,015.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | +2.5% | +5.6% | -3.2% | 0.0% |
| 30D | +11.5% | +20.8% | -9.3% | +2.5% |
| 3M | +28.1% | +11.4% | +16.7% | +21.5% |
| 6M | +34.2% | +0.9% | +33.3% | +31.8% |
| YTD | +9.2% | -24.8% | +34.0% | +20.6% |
| 1Y | +23.7% | -46.4% | +70.2% | +58.5% |
| 3Y | +69.2% | -9.2% | +78.4% | +67.3% |
| 5Y | +66.6% | +5.0% | +61.6% | +52.6% |
| 10Y | +176.6% | +130.6% | +46.0% | +69.3% |
| All | +2,140.3% | +124.9% | +2,015.4% | +1,058.3% |
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