+137.2%
APTV vs UEC
+117.6%
+19.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.1% |
| 7D | -1.7% | -3.8% | +2.0% | -1.3% |
| 30D | -11.6% | -13.5% | +1.9% | -10.0% |
| 3M | -21.2% | -40.5% | +19.3% | -15.9% |
| 6M | -28.5% | -56.7% | +28.2% | -20.9% |
| YTD | -49.1% | -43.0% | -6.1% | -46.7% |
| 1Y | -52.2% | -42.5% | -9.7% | -50.3% |
| 3Y | -48.6% | +11.6% | -60.2% | -54.5% |
| 5Y | -77.3% | +21.8% | -99.0% | -81.5% |
| 10Y | -26.9% | +623.9% | -650.8% | -60.3% |
| All | +137.2% | +117.6% | +19.5% | +32.4% |
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