-18.5%
AMRZ vs UEC
+7.5%
-25.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.8% | -8.6% | -2.5% |
| 7D | +1.2% | -10.2% | +11.4% | +2.2% |
| 30D | +15.1% | -26.9% | +42.0% | +18.5% |
| 3M | -18.1% | -35.7% | +17.6% | -14.8% |
| 6M | -23.5% | -56.1% | +32.7% | -18.3% |
| YTD | -21.6% | -40.8% | +19.1% | -18.2% |
| 1Y | -14.7% | -43.4% | +28.6% | -11.2% |
| All | -18.5% | +7.5% | -25.9% | -11.4% |
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