+67.0%
ULTA vs AMBA
+16.7%
+50.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.1% | -6.9% | -1.2% |
| 7D | +0.7% | -7.2% | +7.9% | +1.2% |
| 30D | +18.2% | -10.4% | +28.6% | +19.0% |
| 3M | +19.7% | -30.1% | +49.8% | +22.8% |
| 6M | +20.5% | -22.4% | +42.9% | +20.9% |
| YTD | +6.6% | -17.3% | +23.9% | +5.4% |
| 1Y | +26.5% | -35.4% | +61.9% | +28.0% |
| 3Y | +67.0% | +18.6% | +48.4% | +46.4% |
| All | +67.0% | +16.7% | +50.3% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling