+357.3%
AMD vs UEC
+18.1%
+339.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.1% | -6.7% | -8.1% |
| 7D | +18.9% | -3.8% | +22.7% | +20.4% |
| 30D | -6.4% | -13.5% | +7.1% | -1.2% |
| 3M | +10.6% | -40.5% | +51.1% | +29.7% |
| 6M | +19.9% | -56.7% | +76.5% | +52.5% |
| YTD | +149.4% | -43.0% | +192.4% | +188.6% |
| 1Y | +115.4% | -42.5% | +157.9% | +146.8% |
| 3Y | +357.3% | +11.6% | +345.7% | +306.3% |
| All | +357.3% | +18.1% | +339.2% | +306.3% |
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