-25.2%
AFRM vs UEC
+595.3%
-620.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.5% |
| 7D | +3.1% | +2.6% | +0.5% | +2.0% |
| 30D | -4.2% | +5.6% | -9.8% | -6.7% |
| 3M | +10.1% | -5.7% | +15.8% | +10.2% |
| 6M | +39.4% | -8.0% | +47.5% | +37.2% |
| YTD | -3.2% | +1.8% | -5.0% | -11.7% |
| 1Y | -16.1% | +0.6% | -16.7% | -27.0% |
| 3Y | +220.8% | +155.2% | +65.6% | +54.3% |
| 5Y | -17.7% | +305.8% | -323.5% | -68.3% |
| All | -25.2% | +595.3% | -620.5% | -80.7% |
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