-98.8%
AMC vs UEC
+616.1%
-714.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.3% |
| 7D | +3.5% | -3.8% | +7.3% | +4.2% |
| 30D | +12.5% | -13.5% | +26.0% | +15.3% |
| 3M | +23.6% | -40.5% | +64.1% | +34.8% |
| 6M | +144.4% | -56.7% | +201.0% | +178.6% |
| YTD | +108.3% | -43.0% | +151.3% | +121.9% |
| 1Y | +38.9% | -42.5% | +81.4% | +47.0% |
| 3Y | -58.9% | +11.6% | -70.4% | -64.6% |
| 5Y | -99.2% | +21.8% | -120.9% | -99.4% |
| All | -98.8% | +616.1% | -714.9% | -99.4% |
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