+67.0%
AFL vs UTHR
+166.1%
-99.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | +2.9% | +5.2% | -2.3% | +2.6% |
| 30D | +8.0% | +9.5% | -1.5% | +7.4% |
| 3M | +5.9% | +17.9% | -12.0% | +4.8% |
| 6M | +11.6% | +2.0% | +9.6% | +11.5% |
| YTD | +17.5% | +21.3% | -3.8% | +15.8% |
| 1Y | +13.3% | +27.9% | -14.6% | +11.2% |
| 3Y | +67.0% | +162.3% | -95.3% | +48.4% |
| All | +67.0% | +166.1% | -99.1% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling