+213.7%
AFRM vs UTHR
+150.6%
+63.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.2% |
| 7D | -7.3% | -6.1% | -1.2% | -7.2% |
| 30D | -9.6% | +3.1% | -12.7% | -9.5% |
| 3M | -11.1% | +5.5% | -16.5% | -10.9% |
| 6M | +3.9% | -5.8% | +9.7% | +4.3% |
| YTD | -8.5% | +15.3% | -23.8% | -8.6% |
| 1Y | +3.3% | +23.8% | -20.5% | +2.9% |
| 3Y | +213.7% | +146.3% | +67.4% | +214.5% |
| All | +213.7% | +150.6% | +63.2% | +214.5% |
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