+220.6%
APLD vs UTHR
+202.7%
+18.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.7% | +10.4% | +9.8% |
| 7D | -12.7% | -6.1% | -6.6% | -12.1% |
| 30D | -34.7% | +3.1% | -37.8% | -34.7% |
| 3M | -46.1% | +5.5% | -51.6% | -46.3% |
| 6M | -64.9% | -5.8% | -59.0% | -64.6% |
| YTD | -36.6% | +15.3% | -51.9% | -37.5% |
| 1Y | -50.0% | +23.8% | -73.8% | -51.1% |
| 3Y | +190.1% | +146.3% | +43.8% | +149.4% |
| All | +220.6% | +202.7% | +18.0% | +126.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling