+117.8%
AMDL vs UEC
+87.2%
+30.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +3.0% | +8.6% | +9.7% |
| 7D | +19.9% | +2.6% | +17.4% | +18.2% |
| 30D | +6.3% | +5.6% | +0.7% | +1.1% |
| 3M | -9.9% | -5.7% | -4.2% | -7.1% |
| 6M | +394.3% | -8.0% | +402.3% | +407.8% |
| YTD | +257.3% | +1.8% | +255.5% | +250.8% |
| 1Y | +508.5% | +0.6% | +508.0% | +476.2% |
| All | +117.8% | +87.2% | +30.6% | +21.5% |
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 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