+196.5%
AFRM vs UEC
+28.2%
+168.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.0% | +2.7% |
| 7D | -10.3% | +0.6% | -10.8% | -10.5% |
| 30D | -13.7% | -18.1% | +4.4% | -10.3% |
| 3M | -11.6% | -36.9% | +25.4% | -3.6% |
| 6M | +2.1% | -56.1% | +58.2% | +17.9% |
| YTD | -8.9% | -38.1% | +29.2% | -3.5% |
| 1Y | -9.7% | -41.7% | +32.0% | -4.0% |
| All | +196.5% | +28.2% | +168.3% | +180.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling