+128.2%
ADM vs UEC
+623.0%
-494.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.3% |
| 7D | +0.1% | +0.6% | -0.4% | -0.1% |
| 30D | -11.8% | -18.1% | +6.3% | -10.5% |
| 3M | -11.3% | -36.9% | +25.6% | -8.1% |
| 6M | -10.0% | -56.1% | +46.1% | -4.3% |
| YTD | +25.9% | -38.1% | +64.0% | +27.9% |
| 1Y | +26.7% | -41.7% | +68.4% | +28.9% |
| 3Y | +8.1% | +28.2% | -20.0% | -3.8% |
| 5Y | +23.5% | +31.7% | -8.2% | +3.2% |
| 10Y | +128.2% | +685.9% | -557.7% | +30.4% |
| All | +128.2% | +623.0% | -494.8% | +30.4% |
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 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