-24.9%
AFRM vs UEC
+574.9%
-599.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | -7.0% | -6.9% | 0.0% | -4.4% |
| 30D | -7.8% | +7.6% | -15.4% | -10.9% |
| 3M | +5.3% | -18.4% | +23.7% | +11.4% |
| 6M | +42.6% | -23.3% | +65.9% | +49.9% |
| YTD | -2.8% | -1.2% | -1.6% | -10.3% |
| 1Y | -19.3% | +2.3% | -21.6% | -30.4% |
| 3Y | +231.0% | +162.3% | +68.7% | +56.2% |
| 5Y | -22.2% | +287.2% | -309.5% | -69.6% |
| All | -24.9% | +574.9% | -599.8% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling