+213.7%
AFRM vs UEC
+19.3%
+194.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.8% | -9.0% | -3.7% |
| 7D | -7.3% | -10.2% | +3.0% | -5.3% |
| 30D | -9.6% | -26.9% | +17.4% | -3.6% |
| 3M | -11.1% | -35.7% | +24.6% | -3.3% |
| 6M | +3.9% | -56.1% | +60.0% | +20.2% |
| YTD | -8.5% | -40.8% | +32.3% | -2.1% |
| 1Y | +3.3% | -43.4% | +46.6% | +10.6% |
| 3Y | +213.7% | +25.4% | +188.4% | +209.3% |
| All | +213.7% | +19.3% | +194.4% | +209.3% |
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