+1,587.5%
AMAT vs UEC
+988.7%
+598.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.1% | +4.3% |
| 7D | -1.5% | -6.9% | +5.4% | 0.0% |
| 30D | -14.8% | +7.6% | -22.4% | -16.5% |
| 3M | -9.3% | -18.4% | +9.1% | -6.3% |
| 6M | +27.4% | -23.3% | +50.7% | +31.7% |
| YTD | +77.6% | -1.2% | +78.8% | +73.5% |
| 1Y | +188.9% | +2.3% | +186.6% | +175.3% |
| 3Y | +202.3% | +162.3% | +40.0% | +122.7% |
| 5Y | +248.9% | +287.2% | -38.3% | +116.7% |
| All | +1,587.5% | +988.7% | +598.8% | +639.2% |
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