+969.7%
AWK vs UTHR
+1,032.5%
-62.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +1.7% | -5.4% | +7.1% | +2.2% |
| 30D | +5.6% | -6.0% | +11.6% | +6.1% |
| 3M | +15.9% | -11.0% | +26.8% | +17.0% |
| 6M | +4.6% | -0.5% | +5.1% | +4.4% |
| YTD | +10.1% | +0.1% | +10.0% | +9.6% |
| 1Y | +2.1% | +28.2% | -26.1% | -0.8% |
| 3Y | +9.8% | +113.8% | -104.0% | -0.1% |
| 5Y | -15.4% | +131.3% | -146.7% | -24.2% |
| 10Y | +129.4% | +296.7% | -167.3% | +89.1% |
| All | +969.7% | +1,032.5% | -62.9% | +621.9% |
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