+102.5%
AMDL vs UEC
+4.9%
+97.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | -2.1% | -15.5% | -16.1% |
| 7D | +37.2% | -3.8% | +41.0% | +41.4% |
| 30D | -24.0% | -13.5% | -10.5% | -11.6% |
| 3M | -1.0% | -40.5% | +39.5% | +43.8% |
| 6M | -3.2% | -56.7% | +53.5% | +72.6% |
| YTD | +232.2% | -43.0% | +275.2% | +399.5% |
| 1Y | +137.7% | -42.5% | +180.3% | +252.2% |
| All | +102.5% | +4.9% | +97.6% | +73.0% |
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