+326.8%
UTHR vs JAAA
+29.4%
+297.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | +1.9% | +0.1% | +1.9% | +1.9% |
| 30D | -2.9% | +0.5% | -3.4% | -3.1% |
| 3M | -8.9% | +1.3% | -10.1% | -9.4% |
| 6M | -8.7% | +2.8% | -11.5% | -10.0% |
| YTD | +2.0% | +3.3% | -1.2% | +0.5% |
| 1Y | +22.8% | +4.9% | +17.9% | +20.2% |
| 3Y | +120.6% | +19.0% | +101.7% | +121.6% |
| 5Y | +136.4% | +26.9% | +109.5% | +142.6% |
| All | +326.8% | +29.4% | +297.4% | +367.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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