-16.6%
AMRZ vs UEC
+18.3%
-34.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.1% | -7.8% | +1.3% |
| 7D | -1.1% | +1.5% | -2.6% | -1.4% |
| 30D | +18.3% | -17.1% | +35.4% | +20.2% |
| 3M | -8.0% | -32.3% | +24.4% | -4.8% |
| 6M | -18.7% | -49.7% | +31.1% | -14.3% |
| YTD | -19.8% | -34.8% | +14.9% | -17.2% |
| 1Y | -12.3% | -37.5% | +25.2% | -9.6% |
| All | -16.6% | +18.3% | -34.9% | -10.3% |
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 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