+46.0%
ULTA vs AMBA
-53.5%
+99.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.6% | -2.8% |
| 7D | +0.7% | -6.4% | +7.1% | +1.5% |
| 30D | -2.8% | -26.8% | +24.0% | +1.2% |
| 3M | +18.7% | -7.6% | +26.3% | +17.7% |
| 6M | -15.0% | +21.2% | -36.2% | -20.0% |
| YTD | -9.2% | -10.4% | +1.2% | -11.0% |
| 1Y | +5.7% | -24.4% | +30.1% | +5.1% |
| 3Y | +32.8% | +6.0% | +26.8% | +17.5% |
| 5Y | +46.0% | -53.9% | +99.8% | +39.3% |
| All | +46.0% | -53.5% | +99.4% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling