+500.0%
APP vs UTHR
+176.8%
+323.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.5% | +9.9% |
| 7D | +71.2% | -6.1% | +77.3% | +71.9% |
| 30D | +39.1% | +3.1% | +36.0% | +37.8% |
| 3M | +16.5% | +5.5% | +11.1% | +15.0% |
| 6M | -16.6% | -5.8% | -10.7% | -16.4% |
| YTD | -41.9% | +15.3% | -57.3% | -44.2% |
| 1Y | -37.0% | +23.8% | -60.8% | -40.3% |
| 3Y | +892.4% | +146.3% | +746.1% | +718.1% |
| 5Y | +297.3% | +177.8% | +119.5% | +213.8% |
| All | +500.0% | +176.8% | +323.2% | +402.1% |
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