-71.3%
AMC vs UEC
+19.3%
-90.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.8% | -4.8% | +1.3% |
| 7D | +2.6% | -10.2% | +12.9% | +3.7% |
| 30D | +9.0% | -26.9% | +36.0% | +12.2% |
| 3M | +22.2% | -35.7% | +57.9% | +27.0% |
| 6M | +91.5% | -56.1% | +147.6% | +103.8% |
| YTD | +101.3% | -40.8% | +142.0% | +109.2% |
| 1Y | +20.8% | -43.4% | +64.1% | +25.8% |
| 3Y | -71.3% | +25.4% | -96.7% | -70.1% |
| All | -71.3% | +19.3% | -90.6% | -70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling