+102.5%
AMDL vs UTHR
+150.6%
-48.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | -0.4% | -17.2% | -17.5% |
| 7D | +37.2% | +5.2% | +32.0% | +36.1% |
| 30D | -24.0% | +9.5% | -33.5% | -24.3% |
| 3M | -1.0% | +17.9% | -18.9% | -2.5% |
| 6M | -3.2% | +2.0% | -5.2% | -2.8% |
| YTD | +232.2% | +21.3% | +210.9% | +225.6% |
| 1Y | +137.7% | +27.9% | +109.9% | +131.0% |
| All | +102.5% | +150.6% | -48.1% | +185.8% |
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