+483.7%
APLD vs UTHR
+168.2%
+315.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.1% | +5.2% | +7.1% |
| 7D | +16.6% | -2.9% | +19.4% | +16.9% |
| 30D | -3.1% | -7.6% | +4.5% | -2.4% |
| 3M | -30.9% | -8.6% | -22.3% | -30.3% |
| 6M | +12.6% | +4.1% | +8.5% | +12.0% |
| YTD | +15.5% | +2.2% | +13.3% | +14.9% |
| 1Y | +103.5% | +26.2% | +77.3% | +97.1% |
| 3Y | +446.5% | +121.2% | +325.3% | +373.2% |
| All | +483.7% | +168.2% | +315.5% | +316.7% |
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