+334.4%
AMD vs UEC
+27.4%
+307.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +3.6% | +11.1% | +13.5% |
| 7D | +6.5% | -5.2% | +11.6% | +8.9% |
| 30D | -15.3% | -22.0% | +6.7% | -7.8% |
| 3M | +9.7% | -37.0% | +46.7% | +26.4% |
| 6M | +13.2% | -52.7% | +65.9% | +39.8% |
| YTD | +140.6% | -38.6% | +179.2% | +172.0% |
| 1Y | +111.2% | -44.6% | +155.8% | +143.7% |
| 3Y | +334.4% | +27.1% | +307.3% | +283.5% |
| All | +334.4% | +27.4% | +307.1% | +283.5% |
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 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