-98.9%
AMC vs UEC
+903.5%
-1,002.4%
-99.8%
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 | +2.3% | -6.9% | +9.3% | +3.6% |
| 30D | -0.7% | +7.6% | -8.4% | -2.2% |
| 3M | +35.2% | -18.4% | +53.6% | +38.5% |
| 6M | +124.6% | -23.3% | +147.8% | +130.1% |
| YTD | +69.9% | -1.2% | +71.1% | +64.7% |
| 1Y | -2.6% | +2.3% | -4.9% | -7.7% |
| 3Y | -79.8% | +162.3% | -242.0% | -85.1% |
| 5Y | -99.4% | +287.2% | -386.6% | -99.6% |
| All | -98.9% | +903.5% | -1,002.4% | -99.5% |
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 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