+7.2%
AVTR vs UTHR
+569.3%
-562.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | +0.5% | +5.2% | -4.7% | -0.6% |
| 30D | -1.0% | +9.5% | -10.5% | -3.0% |
| 3M | +12.2% | +17.9% | -5.7% | +7.7% |
| 6M | +97.5% | +2.0% | +95.5% | +95.6% |
| YTD | +35.6% | +21.3% | +14.3% | +28.3% |
| 1Y | +32.8% | +27.9% | +4.9% | +24.0% |
| 3Y | -16.5% | +162.3% | -178.8% | -40.6% |
| 5Y | -59.1% | +190.7% | -249.9% | -73.1% |
| All | +7.2% | +569.3% | -562.1% | -57.2% |
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