+14.6%
AMCR vs UTHR
+313.7%
-299.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.4% |
| 7D | -6.3% | +1.9% | -8.2% | -6.5% |
| 30D | -7.8% | -2.9% | -4.9% | -7.5% |
| 3M | +7.5% | -8.9% | +16.4% | +8.7% |
| 6M | +2.7% | -8.7% | +11.4% | +3.7% |
| YTD | +6.0% | +2.0% | +4.0% | +5.4% |
| 1Y | +7.8% | +22.8% | -15.0% | +4.4% |
| 3Y | +5.8% | +120.6% | -114.8% | -8.0% |
| 5Y | -11.6% | +136.4% | -148.0% | -24.9% |
| All | +14.6% | +313.7% | -299.1% | -15.7% |
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 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