+163.7%
APD vs UTHR
+308.5%
-144.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.5% |
| 7D | -2.5% | -2.9% | +0.4% | -2.1% |
| 30D | -1.9% | -7.6% | +5.7% | -0.8% |
| 3M | +8.2% | -8.6% | +16.8% | +9.6% |
| 6M | +10.7% | +4.1% | +6.6% | +9.5% |
| YTD | +22.9% | +2.2% | +20.7% | +21.7% |
| 1Y | +5.8% | +26.2% | -20.4% | +1.1% |
| 3Y | +7.8% | +121.2% | -113.4% | -9.1% |
| 5Y | +26.1% | +136.5% | -110.4% | +3.6% |
| 10Y | +163.7% | +300.1% | -136.4% | +80.8% |
| All | +163.7% | +308.5% | -144.8% | +80.8% |
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