+1,044.2%
AWK vs UTHR
+1,273.1%
-228.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.4% |
| 7D | +0.1% | +5.2% | -5.0% | -0.3% |
| 30D | +14.3% | +9.5% | +4.8% | +13.3% |
| 3M | +10.3% | +17.9% | -7.6% | +8.4% |
| 6M | +18.9% | +2.0% | +16.9% | +18.5% |
| YTD | +17.7% | +21.3% | -3.6% | +15.0% |
| 1Y | +16.9% | +27.9% | -11.0% | +13.6% |
| 3Y | +32.2% | +162.3% | -130.2% | +17.8% |
| 5Y | -2.2% | +190.7% | -192.9% | -14.3% |
| 10Y | +156.1% | +365.5% | -209.4% | +107.8% |
| All | +1,044.2% | +1,273.1% | -228.9% | +657.4% |
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