+4.2%
ALK vs UEC
+157.0%
-152.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.3% | +1.5% |
| 7D | -0.7% | -6.9% | +6.3% | +0.3% |
| 30D | -19.2% | +7.6% | -26.9% | -20.3% |
| 3M | -1.5% | -18.4% | +16.9% | -0.2% |
| 6M | -13.1% | -23.3% | +10.2% | -11.9% |
| YTD | -16.4% | -1.2% | -15.2% | -17.9% |
| 1Y | -33.1% | +2.3% | -35.4% | -35.4% |
| All | +4.2% | +157.0% | -152.8% | -9.5% |
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