-25.2%
AFRM vs UTHR
+203.7%
-228.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.7% |
| 7D | +3.1% | -2.9% | +5.9% | +3.4% |
| 30D | -4.2% | -7.6% | +3.4% | -3.2% |
| 3M | +10.1% | -8.6% | +18.7% | +11.4% |
| 6M | +39.4% | +4.1% | +35.3% | +37.8% |
| YTD | -3.2% | +2.2% | -5.4% | -4.4% |
| 1Y | -16.1% | +26.2% | -42.3% | -20.6% |
| 3Y | +220.8% | +121.2% | +99.6% | +150.2% |
| 5Y | -17.7% | +136.5% | -154.2% | -39.1% |
| All | -25.2% | +203.7% | -228.9% | -48.9% |
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