+500.0%
APP vs UEC
+137.0%
+363.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.8% | +3.1% | +8.1% |
| 7D | +71.2% | -10.2% | +81.5% | +74.7% |
| 30D | +39.1% | -26.9% | +66.0% | +49.9% |
| 3M | +16.5% | -35.7% | +52.2% | +28.5% |
| 6M | -16.6% | -56.1% | +39.6% | +0.2% |
| YTD | -41.9% | -40.8% | -1.2% | -37.4% |
| 1Y | -37.0% | -43.4% | +6.3% | -31.5% |
| 3Y | +892.4% | +25.4% | +867.1% | +690.2% |
| 5Y | +297.3% | +51.1% | +246.2% | +170.0% |
| All | +500.0% | +137.0% | +363.0% | +257.7% |
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