+485.6%
ULTA vs AMBA
+837.3%
-351.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.4% |
| 7D | +9.0% | -11.0% | +20.0% | +10.5% |
| 30D | +4.6% | -23.2% | +27.7% | +7.9% |
| 3M | +22.0% | -12.7% | +34.7% | +21.9% |
| 6M | -14.7% | +11.2% | -25.9% | -18.0% |
| YTD | -6.8% | -11.2% | +4.5% | -8.1% |
| 1Y | +6.5% | -22.5% | +29.1% | +5.9% |
| 3Y | +35.6% | -1.3% | +36.9% | +25.3% |
| 5Y | +47.6% | -54.2% | +101.8% | +43.2% |
| 10Y | +128.9% | -6.1% | +135.0% | +93.2% |
| All | +485.6% | +837.3% | -351.7% | +288.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling