+134.5%
AFL vs UTHR
+138.8%
-4.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.2% |
| 7D | -3.3% | +2.8% | -6.1% | -3.6% |
| 30D | -5.0% | -2.3% | -2.7% | -4.8% |
| 3M | -1.8% | -7.4% | +5.6% | -0.9% |
| 6M | +4.8% | -6.0% | +10.8% | +5.4% |
| YTD | +5.4% | +3.4% | +2.0% | +4.5% |
| 1Y | +9.0% | +27.1% | -18.1% | +5.0% |
| 3Y | +63.0% | +123.8% | -60.8% | +38.0% |
| 5Y | +134.5% | +139.6% | -5.1% | +90.9% |
| All | +134.5% | +138.8% | -4.2% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling