+170.8%
ULTA vs AMBA
+0.6%
+170.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.9% |
| 7D | +0.2% | +10.7% | -10.5% | -1.3% |
| 30D | +12.4% | -5.0% | +17.5% | +13.0% |
| 3M | +22.4% | -26.9% | +49.3% | +27.2% |
| 6M | +28.9% | -21.9% | +50.8% | +29.5% |
| YTD | +7.6% | -13.8% | +21.4% | +5.4% |
| 1Y | +21.6% | -36.1% | +57.7% | +24.3% |
| 3Y | +67.0% | +21.6% | +45.4% | +44.6% |
| 5Y | +64.2% | -68.8% | +132.9% | +67.5% |
| All | +170.8% | +0.6% | +170.1% | +108.3% |
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