+142.4%
AMT vs UTHR
+364.7%
-222.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.0% |
| 7D | +1.5% | +5.2% | -3.7% | +0.9% |
| 30D | +6.8% | +9.5% | -2.6% | +5.7% |
| 3M | +11.2% | +17.9% | -6.7% | +8.9% |
| 6M | +12.5% | +2.0% | +10.5% | +12.0% |
| YTD | +12.5% | +21.3% | -8.8% | +9.2% |
| 1Y | +10.1% | +27.9% | -17.8% | +6.2% |
| 3Y | +16.0% | +162.3% | -146.3% | -2.0% |
| 5Y | -17.2% | +190.7% | -207.9% | -31.9% |
| All | +142.4% | +364.7% | -222.2% | +78.7% |
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