+117.8%
AMDL vs UTHR
+111.1%
+6.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.1% | +9.6% | +11.4% |
| 7D | +19.9% | -2.9% | +22.8% | +20.4% |
| 30D | +6.3% | -7.6% | +13.8% | +7.4% |
| 3M | -9.9% | -8.6% | -1.3% | -9.0% |
| 6M | +394.3% | +4.1% | +390.2% | +390.8% |
| YTD | +257.3% | +2.2% | +255.1% | +255.7% |
| 1Y | +508.5% | +26.2% | +482.4% | +484.9% |
| All | +117.8% | +111.1% | +6.7% | +212.3% |
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