+132.1%
AWK vs UTHR
+319.3%
-187.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.3% |
| 7D | -0.7% | +2.8% | -3.5% | -1.0% |
| 30D | +2.8% | -2.3% | +5.0% | +3.0% |
| 3M | +11.3% | -7.4% | +18.7% | +12.1% |
| 6M | +6.7% | -6.0% | +12.7% | +7.1% |
| YTD | +9.4% | +3.4% | +6.0% | +8.6% |
| 1Y | +3.7% | +27.1% | -23.4% | +0.7% |
| 3Y | +9.2% | +123.8% | -114.6% | -2.5% |
| 5Y | -15.7% | +139.6% | -155.3% | -26.1% |
| All | +132.1% | +319.3% | -187.3% | +81.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling