+30.7%
AMCR vs UEC
-46.3%
+77.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.9% | +8.2% | +3.7% |
| 7D | +6.2% | -13.8% | +20.0% | +7.5% |
| 30D | +16.0% | -23.1% | +39.1% | +18.4% |
| 3M | +4.4% | -31.5% | +35.9% | +7.3% |
| 6M | +35.5% | -51.5% | +87.0% | +42.7% |
| YTD | +21.5% | -38.4% | +60.0% | +26.8% |
| 1Y | +30.7% | -44.7% | +75.4% | +36.5% |
| All | +30.7% | -46.3% | +77.1% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling