+10.3%
APA vs UEC
+156.3%
-145.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +1.7% |
| 7D | -1.7% | +2.6% | -4.3% | -1.8% |
| 30D | +15.7% | +5.6% | +10.1% | +15.4% |
| 3M | +16.5% | -5.7% | +22.2% | +16.7% |
| 6M | +35.1% | -8.0% | +43.1% | +34.4% |
| YTD | +82.2% | +1.8% | +80.4% | +78.6% |
| 1Y | +102.5% | +0.6% | +101.9% | +95.6% |
| 3Y | +10.3% | +155.2% | -144.8% | -11.2% |
| All | +10.3% | +156.3% | -145.9% | -11.2% |
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