+416.0%
AAOI vs UTHR
+313.7%
+102.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.3% |
| 7D | -0.2% | +1.9% | -2.1% | -0.6% |
| 30D | -23.7% | -2.9% | -20.8% | -23.3% |
| 3M | -39.0% | -8.9% | -30.2% | -37.8% |
| 6M | -17.0% | -8.7% | -8.3% | -16.0% |
| YTD | +202.2% | +2.0% | +200.2% | +198.1% |
| 1Y | +292.4% | +22.8% | +269.6% | +267.9% |
| 3Y | +804.4% | +120.6% | +683.8% | +593.9% |
| 5Y | +1,318.0% | +136.4% | +1,181.6% | +932.5% |
| All | +416.0% | +313.7% | +102.3% | +190.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling