+3.2%
AVTR vs UTHR
+452.0%
-448.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +2.7% | -5.4% | +8.1% | +3.9% |
| 30D | +12.1% | -6.0% | +18.1% | +13.5% |
| 3M | +57.2% | -11.0% | +68.2% | +61.1% |
| 6M | +73.1% | -0.5% | +73.6% | +72.3% |
| YTD | +30.6% | +0.1% | +30.6% | +29.4% |
| 1Y | +13.5% | +28.2% | -14.7% | +4.6% |
| 3Y | -31.0% | +113.8% | -144.8% | -48.5% |
| 5Y | -63.2% | +131.3% | -194.6% | -74.3% |
| All | +3.2% | +452.0% | -448.8% | -56.9% |
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