-2.6%
APA vs UTHR
+310.6%
-313.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +2.4% |
| 7D | +0.3% | +3.0% | -2.7% | -0.6% |
| 30D | +9.3% | -4.3% | +13.6% | +10.8% |
| 3M | +23.3% | -8.4% | +31.7% | +26.6% |
| 6M | +39.5% | -4.2% | +43.7% | +39.9% |
| YTD | +87.6% | +4.0% | +83.6% | +81.0% |
| 1Y | +114.2% | +25.5% | +88.7% | +92.5% |
| 3Y | +13.6% | +125.1% | -111.6% | -24.4% |
| 5Y | +175.6% | +140.3% | +35.3% | +71.3% |
| 10Y | -2.6% | +322.5% | -325.1% | -59.4% |
| All | -2.6% | +310.6% | -313.2% | -59.4% |
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