+295.8%
AFL vs UTHR
+313.7%
-17.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | -1.6% | +1.9% | -3.6% | -2.0% |
| 30D | -4.0% | -2.9% | -1.2% | -3.6% |
| 3M | -0.5% | -8.9% | +8.3% | +1.0% |
| 6M | +6.5% | -8.7% | +15.3% | +7.9% |
| YTD | +6.2% | +2.0% | +4.2% | +4.9% |
| 1Y | +8.3% | +22.8% | -14.5% | +3.0% |
| 3Y | +62.5% | +120.6% | -58.1% | +32.0% |
| 5Y | +136.2% | +136.4% | -0.3% | +85.2% |
| All | +295.8% | +313.7% | -17.9% | +146.9% |
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