+124.5%
AMT vs UTHR
+363.8%
-239.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.3% |
| 7D | +0.4% | -2.3% | +2.7% | +0.6% |
| 30D | +3.7% | +6.1% | -2.4% | +3.0% |
| 3M | +10.7% | +8.1% | +2.6% | +9.5% |
| 6M | +9.3% | +3.1% | +6.2% | +8.6% |
| YTD | +10.9% | +19.5% | -8.6% | +8.0% |
| 1Y | +10.5% | +29.7% | -19.2% | +6.4% |
| 3Y | +15.5% | +162.7% | -147.2% | -2.3% |
| 5Y | -20.6% | +192.8% | -213.4% | -34.6% |
| 10Y | +124.5% | +348.1% | -223.6% | +68.2% |
| All | +124.5% | +363.8% | -239.2% | +68.2% |
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