-2.6%
APA vs UEC
+908.7%
-911.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +3.4% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +9.3% | +1.9% | +7.4% | +8.2% |
| 3M | +23.3% | +8.9% | +14.4% | +18.7% |
| 6M | +39.5% | -14.5% | +53.9% | +37.1% |
| YTD | +87.6% | -0.7% | +88.3% | +75.4% |
| 1Y | +114.2% | -4.1% | +118.3% | +95.7% |
| 3Y | +13.6% | +148.9% | -135.4% | -25.9% |
| 5Y | +175.6% | +300.0% | -124.4% | +44.8% |
| 10Y | -2.6% | +994.3% | -997.0% | -66.3% |
| All | -2.6% | +908.7% | -911.3% | -66.3% |
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