+428.5%
AME vs UTHR
+310.6%
+118.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.0% |
| 7D | +1.3% | +3.0% | -1.7% | +0.7% |
| 30D | -6.6% | -4.3% | -2.3% | -5.9% |
| 3M | +3.0% | -8.4% | +11.3% | +4.5% |
| 6M | +5.3% | -4.2% | +9.5% | +5.7% |
| YTD | +15.4% | +4.0% | +11.4% | +13.6% |
| 1Y | +26.8% | +25.5% | +1.3% | +19.8% |
| 3Y | +56.5% | +125.1% | -68.6% | +25.4% |
| 5Y | +85.2% | +140.3% | -55.1% | +42.6% |
| 10Y | +428.5% | +322.5% | +106.0% | +209.8% |
| All | +428.5% | +310.6% | +118.0% | +209.8% |
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 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