+105.4%
AMT vs UTHR
+310.6%
-205.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.4% |
| 7D | +1.5% | +3.0% | -1.6% | +1.1% |
| 30D | +3.7% | -4.3% | +8.0% | +4.2% |
| 3M | -7.2% | -8.4% | +1.2% | -6.4% |
| 6M | -4.2% | -4.2% | +0.1% | -3.9% |
| YTD | +1.9% | +4.0% | -2.1% | +0.9% |
| 1Y | -6.4% | +25.5% | -31.9% | -9.5% |
| 3Y | +7.7% | +125.1% | -117.4% | -6.5% |
| 5Y | -30.9% | +140.3% | -171.2% | -41.2% |
| 10Y | +105.4% | +322.5% | -217.1% | +59.9% |
| All | +105.4% | +310.6% | -205.2% | +59.9% |
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