+7.5%
AMCR vs UTHR
+124.0%
-116.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -5.0% | +2.8% | -7.7% | -5.1% |
| 30D | -8.0% | -2.3% | -5.7% | -7.9% |
| 3M | +14.3% | -7.4% | +21.7% | +14.8% |
| 6M | +5.3% | -6.0% | +11.3% | +5.8% |
| YTD | +7.7% | +3.4% | +4.3% | +7.6% |
| 1Y | +10.8% | +27.1% | -16.2% | +9.2% |
| All | +7.5% | +124.0% | -116.5% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling