-98.7%
AMC vs UTHR
+349.3%
-448.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.7% |
| 7D | +5.5% | -2.1% | +7.6% | +5.6% |
| 30D | +16.1% | +7.2% | +8.9% | +16.0% |
| 3M | +43.0% | +11.1% | +31.8% | +42.7% |
| 6M | +130.7% | +4.2% | +126.5% | +130.5% |
| YTD | +121.8% | +20.8% | +101.0% | +120.3% |
| 1Y | +40.7% | +29.7% | +11.0% | +39.3% |
| 3Y | -56.8% | +164.1% | -220.9% | -58.2% |
| 5Y | -99.1% | +190.7% | -289.8% | -99.1% |
| 10Y | -98.7% | +355.4% | -454.1% | -99.0% |
| All | -98.7% | +349.3% | -448.0% | -99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling