-20.9%
AFRM vs UTHR
+133.0%
-154.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | -7.0% | -5.4% | -1.6% | -6.3% |
| 30D | -7.8% | -6.0% | -1.7% | -7.1% |
| 3M | +5.3% | -11.0% | +16.3% | +6.8% |
| 6M | +42.6% | -0.5% | +43.2% | +42.0% |
| YTD | -2.8% | +0.1% | -2.9% | -3.7% |
| 1Y | -19.3% | +28.2% | -47.5% | -23.8% |
| 3Y | +231.0% | +113.8% | +117.2% | +156.3% |
| All | -20.9% | +133.0% | -154.0% | -35.4% |
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