-98.1%
AMC vs UEC
+537.6%
-635.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.1% | +4.3% |
| 7D | +2.3% | -6.9% | +9.3% | +3.4% |
| 30D | -0.7% | +7.6% | -8.4% | -2.0% |
| 3M | +35.2% | -18.4% | +53.6% | +38.0% |
| 6M | +124.6% | -23.3% | +147.8% | +129.3% |
| YTD | +69.9% | -1.2% | +71.1% | +65.8% |
| 1Y | -2.6% | +2.3% | -4.9% | -6.7% |
| 3Y | -79.8% | +162.3% | -242.0% | -84.2% |
| 5Y | -99.4% | +287.2% | -386.6% | -99.6% |
| 10Y | -98.9% | +1,009.6% | -1,108.5% | -99.4% |
| All | -98.1% | +537.6% | -635.6% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling