+391.7%
APP vs UTHR
+140.1%
+251.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.8% | +2.3% |
| 7D | +0.9% | -5.4% | +6.3% | +1.7% |
| 30D | -23.3% | -6.0% | -17.2% | -22.6% |
| 3M | -42.6% | -11.0% | -31.7% | -41.7% |
| 6M | -33.6% | -0.5% | -33.1% | -34.1% |
| YTD | -52.4% | +0.1% | -52.5% | -53.0% |
| 1Y | -35.9% | +28.2% | -64.0% | -39.9% |
| 3Y | +642.2% | +113.8% | +528.4% | +527.8% |
| 5Y | +311.1% | +131.3% | +179.8% | +234.1% |
| All | +391.7% | +140.1% | +251.5% | +322.5% |
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