+1,437.2%
UTHR vs ACM
+230.8%
+1,206.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -5.4% | -3.7% | -1.7% | -4.4% |
| 30D | -6.0% | -11.1% | +5.1% | -3.4% |
| 3M | -11.0% | -8.0% | -3.0% | -9.6% |
| 6M | -0.5% | -29.7% | +29.1% | +8.1% |
| YTD | +0.1% | -29.4% | +29.4% | +7.8% |
| 1Y | +28.2% | -46.4% | +74.6% | +48.6% |
| 3Y | +113.8% | -22.3% | +136.2% | +120.4% |
| 5Y | +131.3% | +4.5% | +126.8% | +115.4% |
| 10Y | +296.7% | +127.6% | +169.1% | +180.4% |
| All | +1,437.2% | +230.8% | +1,206.4% | +716.1% |
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