+170.0%
ADM vs UEC
+933.9%
-763.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.2% | -0.4% |
| 7D | -0.1% | +2.6% | -2.6% | -0.3% |
| 30D | +11.0% | +5.6% | +5.4% | +10.1% |
| 3M | +6.0% | -5.7% | +11.7% | +5.7% |
| 6M | +26.9% | -8.0% | +35.0% | +25.8% |
| YTD | +50.0% | +1.8% | +48.2% | +46.3% |
| 1Y | +39.6% | +0.6% | +39.0% | +34.7% |
| 3Y | +18.5% | +155.2% | -136.6% | -1.3% |
| 5Y | +62.6% | +305.8% | -243.2% | +20.9% |
| All | +170.0% | +933.9% | -763.9% | +52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling