-20.9%
AFRM vs UEC
+274.7%
-295.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | -7.0% | -6.9% | 0.0% | -4.1% |
| 30D | -7.8% | +7.6% | -15.4% | -11.2% |
| 3M | +5.3% | -18.4% | +23.7% | +11.8% |
| 6M | +42.6% | -23.3% | +65.9% | +50.2% |
| YTD | -2.8% | -1.2% | -1.6% | -11.4% |
| 1Y | -19.3% | +2.3% | -21.6% | -32.0% |
| 3Y | +231.0% | +162.3% | +68.7% | +36.3% |
| All | -20.9% | +274.7% | -295.6% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling