-97.7%
AMC vs UTHR
+552.1%
-649.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +2.6% | -6.1% | +8.7% | +3.1% |
| 30D | +9.0% | +3.1% | +5.9% | +8.9% |
| 3M | +22.2% | +5.5% | +16.7% | +21.8% |
| 6M | +91.5% | -5.8% | +97.3% | +92.1% |
| YTD | +101.3% | +15.3% | +85.9% | +98.8% |
| 1Y | +20.8% | +23.8% | -3.0% | +18.6% |
| 3Y | -71.3% | +146.3% | -217.6% | -73.3% |
| 5Y | -99.2% | +177.8% | -277.1% | -99.3% |
| 10Y | -98.7% | +392.4% | -491.1% | -99.0% |
| All | -97.7% | +552.1% | -649.8% | -98.2% |
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