-18.1%
AMRZ vs UTHR
+103.0%
-121.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -1.8% |
| 7D | +0.2% | -2.1% | +2.3% | +0.3% |
| 30D | +16.2% | +7.2% | +9.0% | +15.9% |
| 3M | -8.9% | +11.1% | -20.1% | -9.3% |
| 6M | -20.1% | +4.2% | -24.3% | -20.1% |
| YTD | -21.3% | +20.8% | -42.1% | -22.0% |
| 1Y | -12.6% | +29.7% | -42.3% | -14.1% |
| All | -18.1% | +103.0% | -121.1% | -24.5% |
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