+520.8%
APP vs UTHR
+193.4%
+327.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +2.2% |
| 7D | +48.9% | -2.1% | +51.1% | +49.0% |
| 30D | +49.4% | +8.3% | +41.2% | +47.4% |
| 3M | +27.0% | +15.5% | +11.5% | +23.9% |
| 6M | -15.4% | +4.5% | -19.9% | -16.3% |
| YTD | -39.9% | +22.2% | -62.2% | -42.6% |
| 1Y | -32.0% | +29.7% | -61.7% | -35.7% |
| 3Y | +824.3% | +167.3% | +657.0% | +653.2% |
| 5Y | +252.4% | +196.5% | +55.9% | +176.5% |
| All | +520.8% | +193.4% | +327.5% | +416.4% |
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