+1,537.4%
AFL vs UTHR
+7,123.9%
-5,586.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | +0.6% | -5.4% | +6.0% | +1.2% |
| 30D | -6.2% | -6.0% | -0.1% | -5.5% |
| 3M | +2.2% | -11.0% | +13.1% | +3.5% |
| 6M | +5.3% | -0.5% | +5.8% | +5.0% |
| YTD | +8.0% | +0.1% | +7.9% | +7.4% |
| 1Y | +10.2% | +28.2% | -17.9% | +6.4% |
| 3Y | +67.1% | +113.8% | -46.7% | +49.2% |
| 5Y | +135.6% | +131.3% | +4.3% | +106.8% |
| 10Y | +299.4% | +296.7% | +2.6% | +221.1% |
| All | +1,537.4% | +7,123.9% | -5,586.4% | +1,021.3% |
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 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