+908.2%
APO vs UTHR
+319.3%
+588.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -2.2% |
| 7D | -4.9% | +2.8% | -7.7% | -5.5% |
| 30D | -8.4% | -2.3% | -6.2% | -8.1% |
| 3M | -2.1% | -7.4% | +5.3% | -0.7% |
| 6M | +19.2% | -6.0% | +25.2% | +20.1% |
| YTD | -10.5% | +3.4% | -13.9% | -12.2% |
| 1Y | -2.7% | +27.1% | -29.8% | -9.4% |
| 3Y | +52.5% | +123.8% | -71.3% | +17.6% |
| 5Y | +132.1% | +139.6% | -7.6% | +71.7% |
| All | +908.2% | +319.3% | +588.9% | +489.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling