-29.3%
AFRM vs UTHR
+242.8%
-272.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.1% |
| 7D | -7.3% | -6.1% | -1.2% | -6.4% |
| 30D | -9.6% | +3.1% | -12.7% | -9.9% |
| 3M | -11.1% | +5.5% | -16.5% | -11.8% |
| 6M | +3.9% | -5.8% | +9.7% | +4.6% |
| YTD | -8.5% | +15.3% | -23.8% | -11.2% |
| 1Y | +3.3% | +23.8% | -20.5% | -1.1% |
| 3Y | +213.7% | +146.3% | +67.4% | +141.2% |
| 5Y | -58.5% | +177.8% | -236.3% | -70.0% |
| All | -29.3% | +242.8% | -272.1% | -52.6% |
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