+443.7%
APLD vs UTHR
+162.6%
+281.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | +4.1% | -5.4% | +9.5% | +4.6% |
| 30D | -11.7% | -6.0% | -5.7% | -11.2% |
| 3M | -40.3% | -11.0% | -29.3% | -39.6% |
| 6M | -8.0% | -0.5% | -7.4% | -8.0% |
| YTD | +7.5% | +0.1% | +7.5% | +7.3% |
| 1Y | +84.0% | +28.2% | +55.9% | +77.7% |
| 3Y | +356.2% | +113.8% | +242.4% | +297.1% |
| All | +443.7% | +162.6% | +281.1% | +288.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling