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  • ALM vs UEC✓SelectedUSD · UECALM vs UEC performance historyLatest closeAs of-1.51%09/04
Stock and ETF performance explorer

ALM vs UEC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,705.7%
UEC return
+468.5%
Excess return
+7,237.3%
Maximum drawdown
-85.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioUECExcessAlpha
1D-1.5%+0.3%-1.8%-1.5%
7D-2.6%-6.9%+4.3%-2.7%
30D+32.0%+7.6%+24.4%+32.2%
3M-15.0%-18.4%+3.3%-15.6%
6M-10.1%-23.3%+13.1%-11.0%
YTD+99.4%-1.2%+100.6%+100.1%
1Y+316.4%+2.3%+314.0%+319.4%
3Y+2,022.0%+162.3%+1,859.7%+2,244.3%
5Y+941.2%+287.2%+653.9%+1,169.6%
10Y+2,950.3%+1,009.6%+1,940.7%+5,157.2%
All+7,705.7%+468.5%+7,237.3%-100.8%

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