+57.5%
AME vs UTHR
+123.2%
-65.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.1% |
| 7D | +2.8% | -2.9% | +5.7% | +3.0% |
| 30D | -6.3% | -7.6% | +1.3% | -5.8% |
| 3M | +5.4% | -8.6% | +14.0% | +6.0% |
| 6M | +7.4% | +4.1% | +3.3% | +7.1% |
| YTD | +16.2% | +2.2% | +14.0% | +15.8% |
| 1Y | +26.8% | +26.2% | +0.6% | +24.1% |
| 3Y | +57.5% | +121.2% | -63.7% | +51.6% |
| All | +57.5% | +123.2% | -65.7% | +51.6% |
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