+183.2%
APD vs UTHR
+349.3%
-166.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | -0.2% | -2.1% | +1.9% | +0.1% |
| 30D | +11.0% | +7.2% | +3.8% | +9.9% |
| 3M | +1.3% | +11.1% | -9.8% | -0.6% |
| 6M | +6.4% | +4.2% | +2.2% | +5.4% |
| YTD | +28.9% | +20.8% | +8.1% | +24.1% |
| 1Y | +23.2% | +29.7% | -6.4% | +17.3% |
| 3Y | +26.3% | +164.1% | -137.8% | +3.4% |
| 5Y | +12.0% | +190.7% | -178.6% | -11.3% |
| 10Y | +183.2% | +355.4% | -172.2% | +91.7% |
| All | +183.2% | +349.3% | -166.2% | +91.7% |
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