-16.0%
APA vs UEC
+73.5%
-89.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.2% |
| 7D | +0.5% | -6.9% | +7.5% | +1.7% |
| 30D | +23.4% | +7.6% | +15.7% | +21.3% |
| 3M | +12.7% | -18.4% | +31.1% | +14.5% |
| 6M | +39.4% | -23.3% | +62.7% | +40.0% |
| YTD | +79.0% | -1.2% | +80.2% | +70.0% |
| 1Y | +88.8% | +2.3% | +86.5% | +74.1% |
| 3Y | +6.4% | +162.3% | -155.9% | -23.1% |
| 5Y | +153.0% | +287.2% | -134.3% | +60.2% |
| 10Y | +7.5% | +1,009.6% | -1,002.1% | -50.2% |
| All | -16.0% | +73.5% | -89.5% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling