+445.6%
AG vs UTHR
+1,616.3%
-1,170.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.9% |
| 7D | +1.0% | -5.4% | +6.4% | +2.0% |
| 30D | +19.2% | -6.0% | +25.2% | +20.4% |
| 3M | +6.2% | -11.0% | +17.1% | +8.3% |
| 6M | -26.7% | -0.5% | -26.2% | -26.9% |
| YTD | +26.1% | +0.1% | +26.0% | +25.1% |
| 1Y | +131.7% | +28.2% | +103.5% | +118.8% |
| 3Y | +255.3% | +113.8% | +141.5% | +194.8% |
| 5Y | +61.9% | +131.3% | -69.4% | +30.5% |
| 10Y | +72.0% | +296.7% | -224.7% | +17.9% |
| All | +445.6% | +1,616.3% | -1,170.7% | +107.7% |
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