+26.2%
UTHR vs ACM
-47.1%
+73.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.1% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | -7.6% | -12.9% | +5.3% | -8.3% |
| 3M | -8.6% | -6.4% | -2.2% | -8.6% |
| 6M | +4.1% | -29.2% | +33.4% | +2.1% |
| YTD | +2.2% | -29.9% | +32.1% | +0.1% |
| 1Y | +26.2% | -47.3% | +73.5% | +25.8% |
| All | +26.2% | -47.1% | +73.3% | +25.8% |
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