-12.0%
AA vs UTHR
+7,123.9%
-7,135.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -0.7% | -5.4% | +4.7% | +0.2% |
| 30D | +5.0% | -6.0% | +11.0% | +6.1% |
| 3M | -35.8% | -11.0% | -24.9% | -34.6% |
| 6M | -18.4% | -0.5% | -17.9% | -18.6% |
| YTD | -5.5% | +0.1% | -5.6% | -5.9% |
| 1Y | +61.0% | +28.2% | +32.8% | +53.4% |
| 3Y | +66.2% | +113.8% | -47.6% | +41.4% |
| 5Y | +11.4% | +131.3% | -119.9% | -7.8% |
| 10Y | +116.9% | +296.7% | -179.8% | +59.8% |
| All | -12.0% | +7,123.9% | -7,135.8% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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