+322.5%
UTHR vs ACM
+124.8%
+197.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.8% | +2.6% |
| 7D | +3.0% | -3.7% | +6.7% | +4.0% |
| 30D | -4.3% | -12.7% | +8.3% | -1.1% |
| 3M | -8.4% | -9.8% | +1.4% | -6.4% |
| 6M | -4.2% | -31.4% | +27.2% | +5.3% |
| YTD | +4.0% | -32.1% | +36.1% | +13.7% |
| 1Y | +25.5% | -47.8% | +73.3% | +48.2% |
| 3Y | +125.1% | -22.1% | +147.2% | +130.0% |
| 5Y | +140.3% | +1.8% | +138.5% | +119.6% |
| 10Y | +322.5% | +132.5% | +189.9% | +153.3% |
| All | +322.5% | +124.8% | +197.7% | +153.3% |
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