+348.1%
UTHR vs AMBA
+12.8%
+335.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.3% | -1.6% | +3.1% |
| 7D | -2.3% | 0.0% | -2.2% | -2.3% |
| 30D | +6.1% | -8.6% | +14.7% | +6.9% |
| 3M | +8.1% | -29.0% | +37.1% | +11.3% |
| 6M | +3.1% | -19.2% | +22.3% | +3.2% |
| YTD | +19.5% | -13.0% | +32.5% | +18.0% |
| 1Y | +29.7% | -31.3% | +61.0% | +30.8% |
| 3Y | +162.7% | +28.1% | +134.6% | +136.4% |
| 5Y | +192.8% | -69.4% | +262.2% | +203.7% |
| 10Y | +348.1% | +7.6% | +340.5% | +227.6% |
| All | +348.1% | +12.8% | +335.3% | +227.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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