-90.1%
AIG vs UTHR
+7,277.3%
-7,367.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.3% |
| 7D | -1.6% | -2.9% | +1.3% | -1.2% |
| 30D | -5.2% | -7.6% | +2.4% | -4.3% |
| 3M | +1.5% | -8.6% | +10.0% | +2.6% |
| 6M | -3.9% | +4.1% | -8.1% | -4.8% |
| YTD | -11.6% | +2.2% | -13.8% | -12.3% |
| 1Y | -2.9% | +26.2% | -29.1% | -6.6% |
| 3Y | +33.7% | +121.2% | -87.5% | +17.1% |
| 5Y | +52.7% | +136.5% | -83.9% | +31.4% |
| 10Y | +62.6% | +300.1% | -237.5% | +27.5% |
| All | -90.1% | +7,277.3% | -7,367.4% | -93.8% |
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