+1,736.3%
UTHR vs ACM
+250.7%
+1,485.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.2% | -1.6% | +2.2% |
| 7D | -2.3% | +6.9% | -9.2% | -4.0% |
| 30D | +6.1% | +19.1% | -13.0% | +1.2% |
| 3M | +8.1% | -6.9% | +15.0% | +9.6% |
| 6M | +3.1% | -12.0% | +15.1% | +5.5% |
| YTD | +19.5% | -25.1% | +44.7% | +26.7% |
| 1Y | +29.7% | -45.4% | +75.2% | +49.8% |
| 3Y | +162.7% | -6.9% | +169.6% | +157.2% |
| 5Y | +192.8% | +3.7% | +189.1% | +173.8% |
| 10Y | +348.1% | +135.8% | +212.3% | +213.7% |
| All | +1,736.3% | +250.7% | +1,485.6% | +858.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling