-22.5%
ACHR vs UEC
+18.1%
-40.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.1% | -4.9% | -6.1% |
| 7D | -9.2% | -3.8% | -5.5% | -7.6% |
| 30D | -1.0% | -13.5% | +12.5% | +4.9% |
| 3M | -42.2% | -40.5% | -1.7% | -30.4% |
| 6M | -38.2% | -56.7% | +18.5% | -17.7% |
| YTD | -46.4% | -43.0% | -3.4% | -35.2% |
| 1Y | -49.4% | -42.5% | -6.8% | -38.9% |
| 3Y | -22.5% | +11.6% | -34.1% | -25.0% |
| All | -22.5% | +18.1% | -40.6% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 3y: compounded portfolio wealth divided by compounded UEC 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…
3y analysis · Full analysis span regression · 6 months rolling