-18.5%
AMRZ vs UTHR
+93.8%
-112.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.8% |
| 7D | +1.2% | -6.1% | +7.3% | +1.5% |
| 30D | +15.1% | +3.1% | +11.9% | +15.0% |
| 3M | -18.1% | +5.5% | -23.5% | -18.2% |
| 6M | -23.5% | -5.8% | -17.6% | -23.0% |
| YTD | -21.6% | +15.3% | -37.0% | -22.1% |
| 1Y | -14.7% | +23.8% | -38.5% | -15.9% |
| All | -18.5% | +93.8% | -112.3% | -24.6% |
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