+96.6%
AMCR vs UEC
+370.0%
-273.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -2.0% |
| 7D | -1.8% | +2.6% | -4.4% | -2.0% |
| 30D | -6.0% | +5.6% | -11.6% | -6.4% |
| 3M | +18.9% | -5.7% | +24.6% | +18.8% |
| 6M | +5.7% | -8.0% | +13.7% | +5.4% |
| YTD | +11.1% | +1.8% | +9.3% | +9.9% |
| 1Y | +12.7% | +0.6% | +12.1% | +10.9% |
| 3Y | +9.6% | +155.2% | -145.6% | +0.2% |
| 5Y | -10.3% | +305.8% | -316.1% | -22.4% |
| 10Y | +16.5% | +943.0% | -926.5% | -9.9% |
| All | +96.6% | +370.0% | -273.3% | +50.5% |
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 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