+39.1%
UTHR vs ACM
-46.6%
+85.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.8% | +1.3% |
| 7D | +3.8% | +9.5% | -5.8% | +4.0% |
| 30D | +13.4% | +14.7% | -1.3% | +13.9% |
| 3M | +17.3% | -9.5% | +26.8% | +16.2% |
| 6M | +4.7% | -18.0% | +22.7% | +3.0% |
| YTD | +24.9% | -27.3% | +52.2% | +21.7% |
| 1Y | +39.1% | -47.0% | +86.1% | +38.9% |
| All | +39.1% | -46.6% | +85.7% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling