+147.7%
AMKR vs UEC
+122.3%
+25.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -5.2% | +9.6% | +5.6% |
| 7D | +8.3% | -9.4% | +17.7% | +10.7% |
| 30D | -6.8% | -8.0% | +1.2% | -5.3% |
| 3M | -31.9% | -1.7% | -30.2% | -31.8% |
| 6M | +18.4% | -26.1% | +44.5% | +23.7% |
| YTD | +31.7% | -10.5% | +42.2% | +32.4% |
| 1Y | +105.2% | -13.3% | +118.5% | +103.1% |
| 3Y | +147.7% | +116.4% | +31.4% | +95.4% |
| All | +147.7% | +122.3% | +25.4% | +95.4% |
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