-59.6%
ACHR vs UEC
+263.9%
-323.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.1% | -4.9% | -6.3% |
| 7D | -9.2% | -3.8% | -5.5% | -8.0% |
| 30D | -1.0% | -13.5% | +12.5% | +3.6% |
| 3M | -42.2% | -40.5% | -1.7% | -33.2% |
| 6M | -38.2% | -56.7% | +18.5% | -22.6% |
| YTD | -46.4% | -43.0% | -3.4% | -37.8% |
| 1Y | -49.4% | -42.5% | -6.8% | -41.4% |
| 3Y | -22.5% | +11.6% | -34.1% | -28.0% |
| 5Y | -29.8% | +21.8% | -51.5% | -43.9% |
| All | -59.6% | +263.9% | -323.5% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling