-0.1%
APA vs UEC
+696.7%
-696.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.9% | +7.2% | +2.4% |
| 7D | -5.5% | -5.2% | -0.4% | -4.8% |
| 30D | -1.2% | -22.0% | +20.8% | +3.1% |
| 3M | +10.6% | -37.0% | +47.5% | +19.1% |
| 6M | +28.4% | -52.7% | +81.1% | +43.1% |
| YTD | +89.7% | -38.6% | +128.4% | +93.1% |
| 1Y | +90.6% | -44.6% | +135.2% | +96.6% |
| 3Y | +36.9% | +27.1% | +9.8% | +2.8% |
| 5Y | +83.2% | +37.9% | +45.3% | +21.5% |
| 10Y | -0.1% | +631.6% | -631.7% | -63.1% |
| All | -0.1% | +696.7% | -696.8% | -63.1% |
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