+14.6%
AMCR vs UEC
+885.8%
-871.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.2% | +3.6% | -1.2% |
| 7D | -6.3% | -9.4% | +3.2% | -5.6% |
| 30D | -7.8% | -8.0% | +0.2% | -7.4% |
| 3M | +7.5% | -1.7% | +9.2% | +7.3% |
| 6M | +2.7% | -26.1% | +28.8% | +4.1% |
| YTD | +6.0% | -10.5% | +16.6% | +5.4% |
| 1Y | +7.8% | -13.3% | +21.1% | +6.6% |
| 3Y | +5.8% | +116.4% | -110.6% | -6.0% |
| 5Y | -11.6% | +225.5% | -237.2% | -27.9% |
| All | +14.6% | +885.8% | -871.2% | -23.4% |
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