+5.7%
ULTA vs AMBA
-24.5%
+30.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.6% | -2.7% |
| 7D | +0.7% | -6.4% | +7.1% | +0.8% |
| 30D | -2.8% | -26.8% | +24.0% | -1.8% |
| 3M | +18.7% | -7.6% | +26.3% | +18.4% |
| 6M | -15.0% | +21.2% | -36.2% | -17.3% |
| YTD | -9.2% | -10.4% | +1.2% | -10.3% |
| 1Y | +5.7% | -24.4% | +30.1% | +4.8% |
| All | +5.7% | -24.5% | +30.2% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling