+1,671.8%
UTHR vs ACM
+233.3%
+1,438.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -6.1% | +5.4% | -11.5% | -7.4% |
| 30D | +3.1% | +15.1% | -12.0% | -0.7% |
| 3M | +5.5% | -10.5% | +15.9% | +8.1% |
| 6M | -5.8% | -19.7% | +13.9% | -1.2% |
| YTD | +15.3% | -28.8% | +44.2% | +23.9% |
| 1Y | +23.8% | -47.9% | +71.7% | +44.7% |
| 3Y | +146.3% | -12.4% | +158.7% | +145.1% |
| 5Y | +177.8% | +0.6% | +177.3% | +161.8% |
| 10Y | +392.4% | +161.3% | +231.1% | +235.2% |
| All | +1,671.8% | +233.3% | +1,438.5% | +837.5% |
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 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