+441.6%
AME vs UTHR
+362.9%
+78.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | +1.1% | -2.1% | +3.2% | +1.5% |
| 30D | -4.1% | +8.3% | -12.4% | -5.5% |
| 3M | -6.3% | +15.5% | -21.9% | -9.1% |
| 6M | +3.5% | +4.5% | -1.0% | +2.3% |
| YTD | +17.3% | +22.2% | -5.0% | +11.7% |
| 1Y | +22.0% | +29.7% | -7.7% | +14.8% |
| 3Y | +62.0% | +167.3% | -105.3% | +25.4% |
| 5Y | +78.5% | +196.5% | -118.0% | +31.4% |
| 10Y | +441.6% | +369.0% | +72.6% | +212.3% |
| All | +441.6% | +362.9% | +78.7% | +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