-13.3%
AFRM vs UEC
-44.4%
+31.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.9% | +2.8% | -1.8% |
| 7D | -8.4% | -5.2% | -3.2% | -7.5% |
| 30D | -18.3% | -22.0% | +3.7% | -14.1% |
| 3M | -12.7% | -37.0% | +24.3% | -4.7% |
| 6M | +3.0% | -52.7% | +55.7% | +16.3% |
| YTD | -11.4% | -38.6% | +27.2% | -5.4% |
| 1Y | -13.3% | -44.6% | +31.3% | -7.4% |
| All | -13.3% | -44.4% | +31.0% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling