-29.6%
AFRM vs UTHR
+263.3%
-292.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.7% |
| 7D | -10.3% | -2.1% | -8.1% | -10.0% |
| 30D | -13.7% | +8.3% | -22.0% | -14.6% |
| 3M | -11.6% | +15.5% | -27.1% | -13.5% |
| 6M | +2.1% | +4.5% | -2.4% | +1.3% |
| YTD | -8.9% | +22.2% | -31.1% | -12.3% |
| 1Y | -9.7% | +29.7% | -39.4% | -14.1% |
| 3Y | +202.5% | +167.3% | +35.1% | +129.0% |
| 5Y | -55.3% | +196.5% | -251.8% | -68.0% |
| All | -29.6% | +263.3% | -292.9% | -53.2% |
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