+506.6%
APP vs UEC
+145.5%
+361.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.9% | +2.4% | -2.0% |
| 7D | +61.1% | -5.2% | +66.3% | +62.0% |
| 30D | +42.8% | -22.0% | +64.7% | +51.2% |
| 3M | +16.7% | -37.0% | +53.7% | +29.4% |
| 6M | -15.6% | -52.7% | +37.1% | -0.7% |
| YTD | -41.3% | -38.6% | -2.7% | -37.4% |
| 1Y | -39.3% | -44.6% | +5.3% | -33.5% |
| 3Y | +803.2% | +27.1% | +776.1% | +616.2% |
| 5Y | +313.2% | +37.9% | +275.3% | +182.7% |
| All | +506.6% | +145.5% | +361.1% | +258.2% |
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 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