+341.6%
UTHR vs ACM
+131.3%
+210.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +4.9% | +5.1% | -0.2% | +3.5% |
| 30D | +9.2% | +18.7% | -9.5% | +4.3% |
| 3M | +15.9% | +15.5% | +0.5% | +11.2% |
| 6M | +2.0% | +1.2% | +0.8% | +0.8% |
| YTD | +21.8% | -25.2% | +47.0% | +29.3% |
| 1Y | +28.6% | -46.3% | +74.8% | +50.6% |
| 3Y | +166.2% | -9.6% | +175.8% | +160.5% |
| 5Y | +191.8% | +4.4% | +187.4% | +167.3% |
| All | +341.6% | +131.3% | +210.3% | +197.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling