+438.3%
AME vs UTHR
+366.4%
+71.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +8.1% | +4.9% | +3.2% | +7.2% |
| 30D | -3.8% | +9.2% | -13.0% | -5.3% |
| 3M | -6.6% | +15.9% | -22.6% | -9.5% |
| 6M | +4.6% | +2.0% | +2.6% | +3.8% |
| YTD | +17.9% | +21.8% | -3.8% | +12.4% |
| 1Y | +23.2% | +28.6% | -5.3% | +16.1% |
| 3Y | +62.9% | +166.2% | -103.3% | +26.2% |
| 5Y | +77.5% | +191.8% | -114.3% | +31.2% |
| All | +438.3% | +366.4% | +71.9% | +212.5% |
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