+96.6%
AMCR vs UTHR
+1,059.1%
-962.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.0% |
| 7D | -1.8% | -2.9% | +1.0% | -1.6% |
| 30D | -6.0% | -7.6% | +1.6% | -5.5% |
| 3M | +18.9% | -8.6% | +27.5% | +19.7% |
| 6M | +5.7% | +4.1% | +1.5% | +5.2% |
| YTD | +11.1% | +2.2% | +8.9% | +10.7% |
| 1Y | +12.7% | +26.2% | -13.5% | +10.2% |
| 3Y | +9.6% | +121.2% | -111.6% | +0.9% |
| 5Y | -10.3% | +136.5% | -146.9% | -18.4% |
| 10Y | +16.5% | +300.1% | -283.6% | -0.5% |
| All | +96.6% | +1,059.1% | -962.5% | +67.9% |
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