-98.1%
AMC vs UTHR
+465.7%
-563.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.9% | +4.4% |
| 7D | +2.3% | -5.4% | +7.7% | +2.6% |
| 30D | -0.7% | -6.0% | +5.3% | -0.4% |
| 3M | +35.2% | -11.0% | +46.2% | +36.0% |
| 6M | +124.6% | -0.5% | +125.1% | +123.9% |
| YTD | +69.9% | +0.1% | +69.8% | +69.2% |
| 1Y | -2.6% | +28.2% | -30.7% | -4.8% |
| 3Y | -79.8% | +113.8% | -193.6% | -81.0% |
| 5Y | -99.4% | +131.3% | -230.7% | -99.4% |
| 10Y | -98.9% | +296.7% | -395.6% | -99.1% |
| All | -98.1% | +465.7% | -563.8% | -98.4% |
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