+127.0%
ULTA vs AMBA
+2.6%
+124.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.4% | -9.7% | -2.6% |
| 7D | -1.8% | +2.5% | -4.3% | -2.2% |
| 30D | -1.2% | -16.1% | +14.9% | +1.1% |
| 3M | +13.4% | +4.6% | +8.7% | +10.3% |
| 6M | -15.6% | +29.2% | -44.8% | -21.5% |
| YTD | -10.4% | -2.9% | -7.6% | -13.3% |
| 1Y | +5.5% | -18.7% | +24.2% | +3.8% |
| 3Y | +31.0% | +14.9% | +16.1% | +15.3% |
| 5Y | +41.8% | -53.0% | +94.8% | +35.6% |
| 10Y | +127.0% | +8.3% | +118.6% | +73.2% |
| All | +127.0% | +2.6% | +124.4% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling