+1,315.3%
AMAT vs UEC
+765.9%
+549.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +10.1% | +1.3% | +9.2% |
| 7D | -1.1% | +1.5% | -2.5% | -1.1% |
| 30D | -26.9% | -17.1% | -9.8% | -23.8% |
| 3M | -31.2% | -32.3% | +1.1% | -25.7% |
| 6M | -14.7% | -49.7% | +35.0% | -3.0% |
| YTD | +44.7% | -34.8% | +79.5% | +54.1% |
| 1Y | +62.0% | -37.5% | +99.5% | +73.0% |
| 3Y | +165.0% | +37.1% | +127.9% | +124.3% |
| 5Y | +147.1% | +44.3% | +102.8% | +88.5% |
| 10Y | +1,315.3% | +737.4% | +577.9% | +590.8% |
| All | +1,315.3% | +765.9% | +549.4% | +590.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling