+853.3%
APO vs UTHR
+364.7%
+488.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +5.8% | +5.2% | +0.6% | +4.6% |
| 30D | +8.9% | +9.5% | -0.6% | +6.8% |
| 3M | -13.6% | +17.9% | -31.6% | -17.1% |
| 6M | -5.4% | +2.0% | -7.4% | -6.3% |
| YTD | -13.6% | +21.3% | -35.0% | -18.5% |
| 1Y | -2.5% | +27.9% | -30.4% | -9.1% |
| 3Y | +50.9% | +162.3% | -111.5% | +11.5% |
| 5Y | +81.4% | +190.7% | -109.4% | +27.1% |
| All | +853.3% | +364.7% | +488.6% | +436.0% |
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